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QuantStreet Capital

Harry Mamaysky, Isaac Mamaysky

Investing and market insights. Quantitatively driven asset allocation.

Platform
Substack
PricingOnly free issuesPublishesWeekly
Issues38SubscribersRead quantstreet.substack.com

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Latest Issues

Recent posts by this newsletter. Browse the email archive.

Does High CAPE Predict Low Market Returns?

CAPE, or the cyclically adjusted price-to-earnings ratio, introduced in 1988 by economists John Campbell and Robert Shiller, is arguably the best-known indicator of broad market valuation. And CAPE is now at an almost (though not quite) all...

19 days ago
0
0

Is It Possible to Forecast Large Market Selloffs?

The S&P 500 index has had a spectacular run from its October 2022 trough to its present all-time peak, which has some (us included) wondering when the bull market will end. We approach this question in three steps. First, we document past e...

2 months ago
2
0

U.S. vs International Stock Performance

[Note: This piece went out to the QuantStreet Capital newsletter list last week, so it is possible you are receiving it twice. We will avoid such duplication in the future.]

2 months ago
1
0

Dollar Cost Averaging

In talking to investors, we often hear the idea that if one has a certain amount of cash to invest in stocks, it might be better to not do so right away, but to leg into the stock exposure while keeping the cash sitting in a money market ac...

6 months ago
3
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Authors

The writers behind this newsletter.

  • Harry Mamaysky

    Professor at Columbia Business School. Partner at QuantStreet Capital. https://t.co/skakiHWTbL

  • Isaac Mamaysky

    Cofounder and Chief Compliance Officer of QuantStreet Capital. Partner in Potomac Law Group. Adjunct Professor at multiple law schools. Visit quantstreetcapital.com.

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