Subject: Did you read this past Alvarez Quant Trading blog post?

Just this week, I had a consulting client run into this issue. Make sure you are of it. Did you read Backtesting a Dividend Strategy.
 
I was recently at a NWTTA presentation about the “S&P 500 Dividend Aristocrats” and how to trade these stocks. The strategy was part quantitative and part discretionary. It was popular talk with lots of good questions. People always seem interested in dividend stocks but for me they are just another stock with another reason to go up or down. I don’t like to dismiss ideas without testing. The strategy relies on fundamental data that I do not have access to but I have dividend data from Norgate Data. Would that be enough to create a strategy worth trading?

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Good Quant Trading,
Cesar


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