Note: This article originally appeared on the author’s LinkedIn page.

What happens when you combine high performing quantitative/technical strategies with fundamental factors that have historically produced strong risk-adjusted returns?

We believe that combining technical/quantitative analysis with fundamental analysis can offer an edge in the marketplace, in effect combining the best of both worlds. 

This article will discuss the combination of fundamental “quality” factor with both relative momentum and time-series momentum (trend following) technical factors. This “quantamental” approach is a rapidly growing research area in trading and finance.

The Strategy

The quantamental trading strategy is designed to simply buy high quality U.S. companies that are in uptrends.

It combines fundamental factors, in this case, quality, with technical/quantitative trading rules.  This combination results in strong performance over the past 15 years, handily outperforming both the broad market and other stand-alone quality factor funds.

The time-series momentum rule applies a trend following regime filter on the overall index (in this

Note: This article originally appeared on the author’s blog.

So many traders these days rely on technical analysis, but what happens when the technical signals are incorrect? 

Did you know that over 40% of all the trades being executed right now are being traded in the Dark Pool?

Over the years, institutions have been doing more and more trades in these alternative exchanges known as the Dark Pool. This volume is secretly being hidden away from the NYSE and the Nasdaq. These trades are not reported until after they are finished in their entirety. This could take quite a few hours but many times, this volume is not reported until the next day.

So how does this affect the technical aspects of the market?

How many of you trade off the VWAP? The VWAP otherwise known as the volume weighted average price is used by many traders to help move in and out of stocks

Schaeffer’s Investment Research, Inc., an options research and recommendation firm based out of Blue Ash, Ohio, is seeking to expand its Research Department.

The ideal candidate will be an inquisitive student of the markets with a strong grasp of how social media interweaves with today’s daily market moves. Adaptable, a quick study, and a true “team player,” this candidate will not only be able to craft winning trades for subscribers, but will work cooperatively with other departments to promote the Schaeffer’s trading philosophy via media quotes and appearances, social media presence, and industry show presentations.

Duties and Responsibilities:

• Generate high-quality trade ideas to support the variety of services and strategies provided to Schaeffer’s subscribers.
• Verify trades on track records each day for accuracy.
• Provide quotes, data, and insight to various media contacts about the market in general, or specific stocks, indicators, or studies of interest.
• Offer expertise/input regarding development of new quantitative trading screens and indicators.
• Communicate

Many of our members were featured in a range of news stories this month, including videos, print publication stories and podcasts. Below, enjoy our most-shared Members in the Media post. And remember to tag @CMTAssociation if you’re sharing your own clips on social media!

Ryan Detrick, CMT, Featured In CNBC, USA Today’s September Market Forecast

SEPTEMBER 4, 2019 — Ryan Detrick, CMT, senior market strategist at LPL Financial, was featured in a USA Today article on Tuesday playing up September’s reputation as a volatile month for markets, but advising that volatility wasn’t necessarily a bad omen considering historic returns over the course of the past decade. 

“[The] S&P 500 index has actually performed pretty well in September, turning in an average gain of 0.9%,” Detrick is quoted as saying. “August was a burst of volatility for most investors, and we expect that to continue in September.”

“History shows stocks have overcome the volatility,” he