UNIMONWIL · 小树叶投资
Quant Research
Experiments, evidence, and the questions behind the numbers.
Shareholder Return Strategy
An annual ranking of large-cap US listings using dividend yield, dividend growth and net share reduction. The prototype has been tested on synthetic data.
Read more
VIX 30 / SPY × regular investing
No perfect entry is required. VIX 30 signaled higher average subsequent returns in our sample; neither accumulation strategy had an exit rule.
Read more