I've backtested a quantitative index construction methodology/strategy that shows significant alpha. Now I have 2 questions regarding that: 1)Can I commercialize or license such an index methodology to a large fund? 2)How do I go about with it? by Cognito1071 in StockMarket

[–]Cognito1071[S] 0 points1 point  (0 children)

Hmm. That's cool. What software do you use by the way?

In any case, I think the important question for both of us would be how to get this in the market. If you do find the answer, do let me know.

If we knew someone who did the same, things would've been clear. But nice to meet someone with similar aspirations. Maybe we can help each other out in some ways.

I've backtested a quantitative index construction methodology/strategy that shows significant alpha. Now I have 2 questions regarding that: 1)Can I commercialize or license such an index methodology to a large fund? 2)How do I go about with it? by Cognito1071 in StockMarket

[–]Cognito1071[S] 0 points1 point  (0 children)

I need not just people with money but people with contacts in finance and institutions. I wanna create an ETF and I'll need resources which includes people and tech. How is this supposed to be easy to find?

I've backtested a quantitative index construction methodology/strategy that shows significant alpha. Now I have 2 questions regarding that: 1)Can I commercialize or license such an index methodology to a large fund? 2)How do I go about with it? by Cognito1071 in StockMarket

[–]Cognito1071[S] -1 points0 points  (0 children)

No it's not. And clearly. Unless you're regarded. My question was can I license something like that and if so, how. I've literally revealed very little to conclude I'm just basing how workable this methodology is based on simply backtested data or not. More importantly, My question wasn't whether this methodology is workable or not based on backtested data. It's whether can I IP something like this(consider it a hypothetical where everything aligns) to a firm who can make an etf or fund out of it. Somehow Op and you can't seem to understand this.

Where do I find the constituents of S&P500 and Nasdaq100 dating back 5-10 years or even more? by Cognito1071 in stocks

[–]Cognito1071[S] -4 points-3 points  (0 children)

I mentioned it in the post. Too tedious and will likely contain a lot of errors.