All future models, strategies, and market analysis can now be found on JeremyBain.com
[site overview]
This site is built from a collection of quantitative models, fundamental models, market studies, and trading strategies all designed to gain an edge in trading options and equities. The models, studies, and strategies found within this site are not based on discretionary price patterns or other subjective measure of technical analysis. Rather, this site is designed around observations that can be reduced to numbers, rigorously tested, and measured.
Further, this site recognizes the advantages that come with combining the analyses of both quantitative and fundamental analysis. Quantitatively, I've designed models that identify momentum and relative strength/weakness, as well as methods that identify when securites and/or sectors have become extended to the point of offering (un)favorable risk/reward ratios. Fundamentally, I've designed models based on earnings, cash flow, ROE, and momentum.
Both techniques currently use a top-down approach to valuation. Broad market indices receive the first level of quantitative/fundamental analysis to identify long and intermediate-term trends. Then market sectors are analysed and ranked according to any number of criteria, including price, earnings, momentum, relative strength, etc. These sectors can then be further drilled into, to identify specific securites that satisfy personal risk profiles. Future models will identify value through a bottoms-up approach.
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