https://quantibot.ai/blog Plain-English investing research, market analysis, and methodology from QuantiBot.ai. en-us Wed, 02 Sep 2026 06:17:23 +0000 https://quantibot.ai/blog/correlations-during-a-crash https://quantibot.ai/blog/correlations-during-a-crash In a crash your stocks fall together — spreading across US, tech, small-cap and international barely helps. Whether the rest of a 'diversified' portfolio holds up depends on the kind of crash: bonds and gold hedge in a flight-to-safety shock, and fail in an inflationary one. Investing Education Fri, 28 Aug 2026 13:00:00 +0000 https://quantibot.ai/blog/concentration-risk-when-diversified-isnt https://quantibot.ai/blog/concentration-risk-when-diversified-isnt You can hold six different household-name stocks and still own, in risk terms, a single bet. Here is a deliberately naive "looks-diversified" basket, decomposed into what it is actually exposed to — sector, market-cap tier, market beta, style tilt and where its risk really sits. Investing Education Sun, 23 Aug 2026 13:00:00 +0000 https://quantibot.ai/blog/60-40-portfolio-risk-teardown https://quantibot.ai/blog/60-40-portfolio-risk-teardown The most recognized portfolio in retail investing — 60% stocks, 40% bonds — put through a backtest, a risk decomposition, and a correlation matrix together. What the historical data shows about where its return, its drawdowns, and its risk actually came from. Strategy Research Thu, 20 Aug 2026 13:00:00 +0000 https://quantibot.ai/blog/total-return-vs-price-return https://quantibot.ai/blog/total-return-vs-price-return A price chart shows what a share is worth. It doesn't show what a holder earned. On a real dividend payer over 20 years, the two numbers are worlds apart — and the difference is the reason our analyses use adjusted prices. Investing Education Wed, 19 Aug 2026 13:00:00 +0000 https://quantibot.ai/blog/alpha-and-beta-explained https://quantibot.ai/blog/alpha-and-beta-explained Beta measures how much a stock moves with its benchmark; alpha is the return left over that the benchmark doesn't explain. Both are only ever true relative to the benchmark you pick — and on one real stock, changing the benchmark flips the answer. Investing Education Wed, 19 Aug 2026 13:00:00 +0000 https://quantibot.ai/blog/what-is-correlation-in-a-portfolio https://quantibot.ai/blog/what-is-correlation-in-a-portfolio What a correlation of 0.9 means in practice, how to read a correlation matrix, and why a low pairwise number can still leave you concentrated — worked on six well-known holdings. Investing Education Wed, 19 Aug 2026 13:00:00 +0000 https://quantibot.ai/blog/what-is-the-sharpe-ratio-and-when-it-misleads https://quantibot.ai/blog/what-is-the-sharpe-ratio-and-when-it-misleads A plain-English definition of risk-adjusted return, then two real securities with nearly the same Sharpe ratio and very different drawdown experience — the case the ratio doesn't show you. Investing Education Tue, 18 Aug 2026 13:00:00 +0000 https://quantibot.ai/blog/how-to-backtest-a-portfolio https://quantibot.ai/blog/how-to-backtest-a-portfolio Choosing holdings and weights, why the rebalance cadence changes the result, and which metrics read differently for a whole portfolio than for one stock — worked on a simple three-holding example. Methodology Tue, 18 Aug 2026 13:00:00 +0000 https://quantibot.ai/blog/death-cross-myth-biggest-etfs https://quantibot.ai/blog/death-cross-myth-biggest-etfs While the strategy cuts drawdowns in almost every fund, it improved risk-adjusted returns in only 4 of 41. Strategy Research Thu, 13 Aug 2026 13:00:00 +0000 https://quantibot.ai/blog/reading-maximum-drawdown https://quantibot.ai/blog/reading-maximum-drawdown Two strategies with the same return can be worlds apart. Maximum drawdown is often the number that separates them. Investing Education Thu, 06 Aug 2026 13:00:00 +0000 https://quantibot.ai/blog/how-backtesting-works https://quantibot.ai/blog/how-backtesting-works A plain-English walkthrough of what a backtest actually measures — and the traps that make a great-looking curve misleading. Methodology Wed, 05 Aug 2026 13:00:00 +0000