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QuanterLab

@QuanterLab

Quantitative research platform for systematic trading strategies. Build & test ideas with point-in-time discipline. https://teapawt.org/t.co/SzQTazuXoc

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Joined July 2026
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Quantocracy@QuantocracySep 17
Fama-French factors inside the S&P 500: walk-forward 2006 to 2025 [@QuanterLab] dlvr.it/TVWQYt

Rebuilding the Fama-French factor construction inside the point-in-time S&P 500: value, dividend...

Four Fama-French signals rebuilt inside the S&P 500: the signal decides whether you beat a plain earnings screen, the construction decides by how much.

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Quantocracy@QuantocracySep 12
Dividend capture strategy backtest [@QuanterLab] dlvr.it/TVS7Vv
Dividend capture loses, the week before the ex-date pays, and holding the same stocks beats both —...

Dividend capture loses, the week before the ex-date pays, and holding the same stocks beats both —...

S&P 500 high-yield payers give the dividend back on the ex-date, so capture loses after the spread. The week before pays, and still trails holding.

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Quantocracy@QuantocracySep 12
Piotroski F-score backtest on the S&P 500, point in time, 2000 to 2025 [@QuanterLab] dlvr.it/TVS7t9
Does the Piotroski F-score have anything to find among large caps? The score and each of its...

Does the Piotroski F-score have anything to find among large caps? The score and each of its...

Every S&P 500 member scored each July since 2000 on the statements the SEC had accepted by then: high scorers trailed the index, a nine is a six next July.

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Quantocracy@QuantocracySep 9
European country rotation vs sector rotation [@QuanterLab] dlvr.it/TVNrjQ
What a European country fund is made of, and whether the country part is worth rotating | Quanter...

What a European country fund is made of, and whether the country part is worth rotating | Quanter...

Are European country funds already sector portfolios? Ten funds fitted to ten global sectors, thirty registered walks, and what the country part is worth.

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Quantocracy@QuantocracySep 6
Post-earnings-announcement drift decomposed by earnings predictability and gross profitability [@QuanterLab] dlvr.it/TVM7LZ
Post-Earnings Drift, Decomposed: 81 Walks, a Predictability Spread That Was Market Exposure, and a...

Post-Earnings Drift, Decomposed: 81 Walks, a Predictability Spread That Was Market Exposure, and a...

Post-earnings drift in nine S&P 500 groups by earnings predictability and profitability. Hedged for market exposure, the 9.6-point spread fell to 0.1.

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