A Quantitative Approach to Trading Stocks, Futures & ETFs
When people find out that I am a professional investor 99 times out of 100 they ask me for my market opinion. Almost everybody wants to know what the market is going to do next or what their favorite stock is going to do next. Although it is impossible to know exactly what the market is going to do every time, it is indeed possible to make predictions about the future and profit from it. Using technology and statistics one can come up with a probabilistic estimate of what the market is likely to do next. This forms the basis of the quantitative approach to investing and is the subject of this presentation. The power of the quantitative approach and its benefits over other approaches such as buy and hold and discretionary investing will be showcased through an example of a quantitative value investment strategy on the SPY ETF and the E-Mini Futures.