News Jan 21, 2016 Come and see us at Terrappin's The Trading Show
in San Francisco
on March 3, 2016. We will have an exhibition booth and also be attending a round table
discussion on: Emerging markets quantitative strategy - leveraging machine learning models
to capture alpha in up-and-coming economies
News Jan 28, 2016 We are number on investars.com in the following catagories
S&P Stocks, buy-side (6 yrs)
S&P Stocks, sell-side (6yrs)
Russell 2000 stocks, sell-side (6yrs)
Our Entire Universe, sell-side (6yrs)
Flexibility is one of the key benefits of our expected return factor
model. It can:
- be used to improve portfolio performance by accurately predicting
near term winners and losers within a group of value or growth stocks
- enhance the payoffs to long, short and market neutral strategies,
- respond effectively to changing market conditions
Haugen Equity Signals LLC produces quantitative
investment research in the form of monthly expected returns and stock alphas for over 14,000 U.S.
and international stocks to:
- Commercial banks, hedge funds, mutual funds and other
- Pension funds, insurance companies, foundations, endowments and family
Our research is based on a proprietary expected return
factor model which capitalizes on the market’s inefficiency. Analyzing more than
60 factors, the model
predicts expected returns for about 14,000 US and international stocks. Each month
we rank these expected returns from lowest to highest, then divide them into 10 deciles, each including 10% of the stocks.
How accurate are our predictions? Haugen is one of
Investars top ranked research firms.
We offer subscriptions to a US Model, a European Model, a Japanese Model, and an Emerging Markets Model. On request we can customize a
model to meet a client’s specific needs.
This chart shows the real-world performance of our U.S. predictions. What you see here is the cumulative result of investing
$1 in each decile (10% of the stocks) for a ten year period, compared
to $1 invested in the S&P 500 over the same ten years.