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QuantStreet Capital

Harry Mamaysky

Investing and market insights. Quantitatively driven asset allocation.

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Latest Issues

Monthly Mean Reversion or Trend

For the most part, whether an asset class does well or poorly in month t has little to say about how well it will do in month t+1. (The story may or may not be different for individual stocks, but here our focus is on asset-level returns.)...

16 days ago
6
3

Systemic Risk Scorecard

Introduction

My sense is that many investors are bullish on the fundamentals of the AI build-out, but remain concerned about high valuations and the fact that so much of the build-out is debt financed. There are also concerns about the...

a month ago
3

Is It a Bubble? (Part V)

The problem with earnings per share (EPS) forecasts is that, at some point, they switch from being next-year forecasts to being two-year-ahead forecasts. And then, there is often a jump in the price-to-forward earnings ratio. The clever fol...

3 months ago
27
9

A Brief History of Energy Crises

There has been little happy news in energy markets of late. Following the US and Israeli attacks on the Iranian regime on February 28, 2026, ship traffic through the Strait of Hormuz ground to a halt. WTI (West Texas Intermediate) futures a...

5 months ago
43
6

The Dollar

Backdrop

Since QuantStreet launched in December 2021, we’ve had a bullish view on US assets and on the dollar. The former is still true. We are believers in the AI revolution and don’t buy the AI bubble argument. But the latter is star...

7 months ago
11

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  • Harry Mamaysky

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

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