By Jeffrey Cohen
We are changing the way we think about future expected returns. This is currently a mechanistic way to calculate expected returns to risk assets based on academically rigorous methods dating as far back as the 1950s. Today, we are working on some new ideas.
We start with the idea, mock up a spreadsheet, then figure out how to codify it into our model automatically.
We are also looking at a pair of significant modification:
- what data should we be gathering and outputting on each stock?
- should we market capitalization weight the model?
If you would like to get involved in our efforts, we will 'return the favor' by providing you with one or a few CQNS daily runs.
Best way to reach out is phone or email on the 'home' page of this website, or via Twitter direct message, here.
Stock Market BLOG
President and Investment Advisor Representative