Articles and tools regarding stock investing with an emphasis on quantitative strategies.
Saturday, May 21, 2011
Value Quant stock investing newsletter May 21 , 2011
I was right on my last post concerning CNU. Due to strategy constraints the Value Quant Porfolio had to hold and took a 10% loss on CNU. Also the portfolios legacy holdings outside the VQ strategy did very poorly. All but one of these still have a profit and will be sold so the portfolio can concentrate on just the VQ strategy. Overall we lost 1.7% while the S&P500 ended flat for the period. The current newsletter is now available here.
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