Stock market and investing thought bubbles, quantitative research and factor portfolio modelling.

At present in Australia, compared with offshore markets there is a dearth of investment solutions available for individuals or SMSFs that desire to invest in particular factors or themes. With many hundreds of managed funds and ETFs available to Australians this may appear a ludicrous assertion. And yes…, there are plenty of high-dividend funds or ETFs plus socially responsible themed products. However I am alluding to ETFs that screen ASX listed stocks for single criteria including value, price momentum, earnings momentum, or cash flow ratios. Equity fund managers already apply most of these investing principles, however as single factor screens they are not readily offered. Hence, my posting some ‘thought bubbles’ on the search for a solution.

Factor Investing

Successful investment is simple enough in theory: maximising return while minimising risk … However, from my roots as a private trader/investor I know that in practice it’s much more complicated. This is why I’ve assembled systems and processes over many years to build and manage portfolios that are individually my own.

The investment approaches I adhere to are driven by an overarching goal to enhance total portfolio performance while controlling risk across all market cycles. To accomplish this, my approach adheres to a strong set of ideals consistent with a conservative, disciplined, factor based investment philosophy:

•             A focus on after-tax, total portfolio returns

•             Global diversification and balance across multiple sectors

•             Disciplined strategies emphasising the long-term

The information on this site is not to be construed as personal investment advice; it is for information purposes only. Investments or strategies mentioned on this website may not be suitable for you. This material does not take into account your particular investment objectives, financial situation or needs and is not intended as recommendations appropriate for you. You must make an independent decision regarding investments or strategies mentioned on this website. Before acting on information on this website, you should consider whether it is suitable for your particular circumstances and strongly consider seeking advice from a financial advisor of your choice.