What you’ll get
There are two kinds of issue. Short updates on the strategy cover the trades I made and why, changes to my themes and theses, and a note whenever the system changed. Longer reviews cover what happened, how the portfolio did against its benchmark, and where the returns came from.
Each issue also links to anything new on the site, with a short note on what it covers.
The system behind it: Q3T
Q3T is my system for turning quantitative screens, themes, and theses into trades. Every change to it gets a new version number, and I’ll publish each version of the strategy on this site, so you can trace any decision back to the rules I was following when I made it.
I don’t expect Q3T ever to be finished. No investment system is, and you’ll see this one change as I learn.
About me and how I work