The Random Walker: quantitative analysis of stocks and ETFs

Mike Siroky

QUANTITATIVE INVESTING analyzes financial asset price movements using standard statistical techniques looking for the safest assets likely to provide a reasonable return on investment. Safety and preservation of capital are prime directives. Influenced by the work of Professor Robert Haugen, one of the early proponents of low volatility investing, my investment philosophy moves beyond low volatility per se to LOW RISK measured with indicators I have developed. Stock candidates must meet three criteria: 1] True strength stochastic >80, 2> breakout above 16 day resistance, and 3) low risk parameters on at least two time frames. Once stocks/ETF's fail to meet one or more of these criteria, they are removed from the list.

Las Vegas Sands Corp. (LVS)

LivaNova PLC (LIVN)

Materion Corp. (MTRN)

Meredith Corp. (MDP)

Michael Kors Holdings Ltd. (KORS)

Monolithic Power Systems, Inc. (MPWR)

NCI Building Sys, Inc. (NCS)

NVIDIA Corp. (NVDA)

NVR, Inc. (NVR) 2

Parametric Technology Corp. (PTC)

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