EASY and EFFICIENT FIVE METHODS of Stock Quant Investment

EASY and EFFICIENT FIVE METHODS of Stock Quant Investment

KissCuseMe
2025-03-08
7

1.Value strategy

  • Strategy: SELECT UNDEREVALUED Stock (PBR, PER, PSR, ETC.)
  • Example:
    • In the Lower 20% Stock of KOSPI MARKETPBR LESS THAN 1,PER 10 or LESSStockpile
    • ex) Domestic Bank Stocks (KEB HANA BANK, SHINHAN HOLDINGS, ETC.)
  • Merit: Strength in Stability, Strong in the Fall
  • caution: Understanding Stocks Can Continue to Fall (Value Trap)

2.Momentum Strategy

  • Strategy: Buying Stocks with Strong Rising Recent Rising
  • Example:
    • 6 months' TOP 10%Selection of Stocks → Monthly Rebalancing
    • ex) Semiconductor Stocks (Samsung Electronics, SK Hynix) → Industrial Booming Investment
  • Merit: High Profitable According to the Trend
  • caution: Suddenly, Large Losses Can be Lost (ex. Semiconductor Stock Price Plummet in 2022)

3.Quality Strategy

  • Strategy: Selection of Corporate Companies with High Financial Healthy Healthy
  • Example:
    • ROE 15% or more,LESS THAN 100% of the Debt RatioStock Filtering
    • ex) KOSPI 200 TOP Stocks (Celltrion, NAVER, ETC.)
  • Merit: Secure Long -Term Growth Potential
  • caution: IT May a Stock That Has Aleady Been Overvalued

4.Distributed Investment + Rebalancing

  • Strategy: Asset Army Distribution and Regular Adjustment
  • Example:
    • 60% Stock(Value +Momentum Combination) +40% bond
    • REASSURE RATIO EVERY Quarter (ex: Stock 70% → 60%)
  • Merit: Reduced Volatility
  • caution: Excessive Rebalancing Increases Transaction Costs

5.Simplified algorithm strategy

  • Strategy: Moving Average Line breakthrough strategy
  • Example:
    • 20 -Day Moving Average LineBuy when it breaks through and sel
    • ex) Samsung Electronics 2023 Back -Testing Results: +22% Revenue (Excluding Trading Costs)
  • Merit: Exclusion of Emotional decisions
  • caution: Frequent Trading OCCURS in the Side Guarantee

Conclusion

BEGINNER recommended union: Value (40%) + Quality (40%) + Cash (20%)
Required:Rebalancing Once a month,Standards -15%seting
Toilet use: Automate with the Korea Exchange API + Python (Can Only Be Done with Simple Condition)


📌caution: All Strategies Are Based on Past Data.Back Testing for More than 10 yearsAfter the Actual Application is recommended,20 or more stopsDistributed to the risk reduction effect.

Stock
Quant

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Table of Contents

  • 1.Value strategy
  • 2.Momentum Strategy
  • 3.Quality Strategy
  • 4.Distributed Investment + Rebalancing
  • 5.Simplified algorithm strategy
  • Conclusion
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