Some thoughts and commentary post-August CPI release ..read more

A long volatility hedge can be a highly effective tool for managing risk during major crises ..read more

The BOJ recently exited from its decades-long zero interest rate policy. Does this portend a new era? Let's also learn about vol clustering ..read more

We are thrilled to share a significant development with you. The founding partners of AllQuant, Patrick and Eng Guan, have embarked on an exciting new chapter at Financial Alliance Pte Ltd (FAPL) as portfolio managers to run a new DPMS portfolio called the Quantitative Multi-Strategy ETF DPMS. DPMS stands for Discretionary Portfolio Management Service. This is a managed account service where the portfolio managers have full discretion over investing the portfolio on behalf of clients. The Quantitative Multi-Strategy ETF DPMS has a mandate to invest predominantly in US-listed ETFs across mul ..read more

A popular idea that has been touted by influencers on social media and even Warren Buffett is to buy and hold the S&P 500. This idea is even more compelling with the rise of cheap passive investing instruments like the SPDR S&P 500 ETF Trust (SPY). The net expense ratio of this ETF is only 0.09%. It is difficult to argue against this idea when you look at the performance of SPY since its launch in 1993. Despite experiencing significant crises since its launch in 1993, SPY has delivered a Compound Annual Growth Rate (CAGR) of 10.33%. Its annualized volatility using monthly returns is ..read more

We published our Multi-Strategy Model Portfolio Market Wrap for June 2024. Let's see how our retirement heroes, who have been implementing this multi-strategy approach, are faring at the end of June 2024. John, 33 years old, looking to retire in 17 years John invested USD 40K upfront at the beginning of November 2020. He then regularly contributed USD 500 every month subsequently. As of the end of June 2024, he has contributed USD 61.5K. If he sticks to his plan, he can expect to withdraw USD 7.5K every month when he retires in 17 years without ever depleting his retirement nest egg. He is c ..read more

Where did all the time go? Since AllQuant was incepted in June 2020, we have accomplished much. We have introduced a new investing approach to thousands of students worldwide and developed relationships with industry partners to help their clients use such an approach to grow their portfolios. Use this opportunity to join our many students who have embarked on their rewarding investing journeys with us! AllQuant was started with a simple belief. We believe investing does not need to be a roller-coaster ride to achieve a decently high return. But having a belief is not enough. It needs to be ..read more

Understanding risk is crucial in investing, as it complements the pursuit of returns. Returns are easily understood. Risks, on the other hand, tend to be trickier. When you ask someone what is the risk of investing to them, most will tell you it is capital loss. They are not wrong. However, risk is not solely about the possibility of capital loss. It goes beyond that. There are many more ways to look at risk and they can be easily mapped to real scenarios and fears close to our hearts. Let me introduce 4 basic metrics you should know that size up the level of risk in portfolios or funds. 1. V ..read more

We published our Multi-Strategy Model Portfolio Market Wrap for May 2024. Let's see how our retirement heroes, who have been implementing this multi-strategy approach, are faring at the end of May 2024. John, 33 years old, looking to retire in 17 years John invested USD 40K upfront at the beginning of November 2020. He then regularly contributed USD 500 every month subsequently. As of the end of May 2024, he has contributed USD 61K. If he sticks to his plan, he can expect to withdraw USD 7.5K every month when he retires in 17 years without ever depleting his retirement nest egg. He is curren ..read more

The key highlights for the month The usual sentiment of "sell in May and go away" that the Media frequently likes to portray during this month of the year did not materialize. In fact, the US stock market staged a strong recovery following a bad sell-off in April. It was not all that plain sailing though. With S&P 500 valuations now on the higher side and a lack of fresh leads, interest rates outlook again took centerstage this month. The market rose steadily in the first 3 weeks of the month on relief from weaker payrolls, GDP, and CPI data which heightens hope that rate cuts won’t be d ..read more