We have been developing www.wixifi.com as a algorithmic investing platform. Some of the interesting things to check out:
- Backtesting of the quantitative algorithm applied to the entire mutual fund universe - https://www.wixifi.com/user-dashboard/dashboard-graph.php
- Mutual fund holders and public stock holders for each company: https://www.wixifi.com/stocks/519552-HERITGFOOD-INE978A01019/shareholders-mutual-fund-holders/
- Screener to screen on factors at specific points in history: https://www.wixifi.com/stocks/screener/
Would love to hear the thoughts of the ValuePickr community on quantitative investing applied to the mutual fund universe.
Excellent Job. Historical P/E chart is cool.
Thanks! I used to use that a lot on the Bloomberg terminal when I was a trader so thought it would be cool.
I am not able to see historical PE chart. Can you please help me to locate it?
It would be more useful if u add more options in criterias.for e.g.sales growth , operating margin …but overall nice efforts .
On the main Share price page: https://www.wixifi.com/stocks/500790-NESTLEIND-INE239A01016/stockpricequote/
There is a dropdown with title “Show Graph By” There is an option to plot by Historical P/E on that
Please let me know if you need any details on that.
Thanks. Have added those 2 criteria to the TODO list - will get back to you when they are done.
I m not able to add my DOB in Goal Setting detail
Great Tool! It would be awesome if you could add historical ROE chart also and allow the user to see Historical PE, PB & ROE at the same time. This would be similar to Factset or Bloomberg.
Why this Pop up to Sign up is always coming despite being logged in?
Hi Ishaan, it looks neat! Thanks for sharing. One observation though - price chart doesn’t seem to consider the face value, i.e. split from 10 to 2, and it is showing as a big fall is price when split happened, which seems deceiving.
Thanks for pointing that issue out - its now been fixed. Please do let me know if you find any other such annoying issues. Thanks!
Added to the TODO list. Will implement soon. Thanks for the comparison with Factset and Bloomberg - we are humbled!
Yes - thats a feature we intend to add. Might take a bit but we have added that to the TODO list.
We have developed a quantitative tool for stock selection which has pretty good back tested performance (over 14 times in 10 years or so after paying capital gains, and transactions costs of 30 bps while buying and selling). The algorithm trades only once a quarter and uses debt allocations as well in some quarters. It uses both fundamental and quantitative data available up to the re-balance date. Would love to get the feedback of ValuePickrs on the algorithm.
We have a live graph for you to study the historical portfolios and returns over any period against the NIFTY and the Birla Sun Life MNC fund (which I think has best 10 year performance of all the non-sector based mutual funds - around 5.8 times in 10 years - and even in the sector based funds only 1 pharma fund has beaten this.)
Looking forward to your comments on our research.
When can we expect update in list of investors for Q1?
Hello Utkarsh ji - Sorry did not see this post earlier. The list of investors is now updated till Q3 FY 2017. Q4 lists are coming out this month and the next and those will be updated as they show up.
To update the forum readers about how this long term investing algorithm has performed after the launch, I thought I should share an image of the relative performance between the NIFTY, Birla sun life MNC fund and the algo since the day it went live:
From Jun 1 2016 till 3 Apr 2017 the quant portfolio is up 28%, the NIFTY is up 13%, and the Birla Sun Life MNC Fund is up 8%.
Would love to hear comments of the group on whether you believe the quant methods will survive the test of time.
Is the platform still operational?