Monday, February 25, 2013

Our History


                The foundations of our research efforts began in 2006.  I began trading in 2004 after a friend of mine turned $5,000 into over $30,000 in a few short months, on a penny stock.  In hindsight, he was very lucky to have realized that outcome.  Over the next few years I traded, in what I would now admit was mostly ignorance.  I would pick a company and put money into the market with little more than a 50/50 shot of making anything.

                It was also in 2004 that I started my Finance degree, after more than ten years of working in the factory.  As my education advanced, I began to develop insights into how vastly public information could be used to make more informed decisions on which companies held a greater chance of growing my investment dollar.  The financial discipline was not the only knowledge that would help me to invest.  I realized that Statistics could also play a large role (and arguably a more important one) with respect to my investment decisions.

                In December of 2006, I began developing a statistical model for evaluating large numbers of companies at once.  The results of the model are then filtered through an additional algorithm (is a step-by-step procedure for calculations) to produce a group of potential investments which have a lower level of risk as compared to other choices.  The initial trials went very well in 2007 and the beginning of 2008.  The model stopped producing results when the markets began to destabilize in mid-2008, which it was intended to do.

                Unfortunately because of the market crash, the program would simply yield no results.  That fact halted any further research and the project was archived.  After completing my Master’s Degree, I began revisiting the idea of continued research.   Last fall (2012), I began running multiple models again and sharing the stocks that the model produced, and then following the resulting gains/losses and benchmarking those results against the S&P 500.  The most impressive model produced a gain of 10.52% over a 9 week period, and the least impressive model resulted in a gain of only 2.51% in the same time period.

                Several weeks ago, my colleagues and I discussed making this research more public.  As this has become a hobby of mine, I chose to create this blog to discuss my research, document the portfolios of each model and the future results of the trials.  Additionally, I will be happy to discuss and teach various topics within the discipline of Finance with my readers.

                We will be running the first set of models (for this blog) on Sunday, March 3rd, and posting the resulting theoretical portfolios.

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