MF Quant Capital

Quantitative Approach on the SP500. Monthly rebalancing portfolio. - Created a rebalancing portfolio algorithm on the SP500 instruments Return as of November 1st: ------------------------------- - Return YTD: 44.82%% - Monthly ROI geometric: 3.48% - Results as of November 1st: * Nov_22: +0.00% * Oct_22: +20.54% * Sept_22: -10.03% * Aug_22: +5.07% * Jul_22: +10.20% * Jun_22: -23.16% * May_22: + 13.33% * Apr_22: - 0.43% * Mar_22: + 11.12% * Feb_22: + 7.38% * Jan_22: + 9.39% * Dec_21: - 8.59% * Nov_21: - 0.34% * Oct_21: + 10.66% * Sep_21: - 3.84% * Aug_21: + 3.52% * Jul_21: + 7.26% * Jun_21: + 3.78% * Positions are entered on previous EOM 4pm NY time and left on the current EOM 4pm NY time