Two investment questions

[edgetrading]

At a presentation, I saw a table that detailed the historical performance of mechanical systems based on fundamental data. Such as only investing in funds with certain PE ratios and had gone up in the past year. Does anyone have a table of such strategies?

This article (http://www.ifaonline.co.uk/ifaonline/advertisement/1602012/why-pay-active-fund-management) states that M&G research shows that the top 10 uk funds massively overperformed the market. I'd like to read the report, as the report doesn't specify the sample size. Given 1,000 gamblers, a few will get lucky after a night in vegas. I'd like to see if the 10 funds defy the odds.

 

[traderman1]

At a presentation, I saw a table that detailed the historical performance of mechanical systems based on fundamental data. Such as only investing in funds with certain PE ratios and had gone up in the past year. Does anyone have a table of such strategies?

This article (http://www.ifaonline.co.uk/ifaonline/advertisement/1602012/why-pay-active-fund-management) states that M&G research shows that the top 10 uk funds massively overperformed the market. I'd like to read the report, as the report doesn't specify the sample size. Given 1,000 gamblers, a few will get lucky after a night in vegas. I'd like to see if the 10 funds defy the odds.

Where is the second question?

 

[edgetrading]

I forgot what it was halfway through writing that. Do you have an answer to the first question, or are you trying to boost your post count?

 

[cr6196]

what do you mean a "table" of strategies?
if your asking the performance of other similar strategies you can only get this by doing it yourself, which can be pretty complicated, or looking through academic papers. p/e ratio strategies aren't widely used at all...more widespread are p/b and accruals strategies but there aren't many funds in the UK, relative to elsewhere, that use purely use quantitative techniques and if they are they aren't open to the public. if you don't have access to the journal of finance or anything you can try www.ssrn.com ...but you need to be more specific...do you want to know about funds using mechanical systems or the systems themselves?

 

[Blaiserboy]

At a presentation, I saw a table that detailed the historical performance of mechanical systems based on fundamental data. Such as only investing in funds with certain PE ratios and had gone up in the past year. Does anyone have a table of such strategies?

This article (http://www.ifaonline.co.uk/ifaonline/advertisement/1602012/why-pay-active-fund-management) states that M&G research shows that the top 10 uk funds massively overperformed the market. I'd like to read the report, as the report doesn't specify the sample size. Given 1,000 gamblers, a few will get lucky after a night in vegas. I'd like to see if the 10 funds defy the odds.

I think you can access the information on all of the popular funds and apply your own metrics to them to see which are the best performers by category. I am not so sure that they will disclose their strategies fully, you will have to make your own assumptions.

There is a ton of info on the web re funds...... it will not take long to assimilate the data you require.