Building a Resilient Portfolio for 2024: A Quantitative Perspective
Creation of a portfolio in 2024 from a quant trader perspective

Building a Resilient Portfolio for 2024: A Quantitative Perspective

Disclaimer: This article is for informational purposes only and does not constitute financial advice. The views and opinions expressed are solely those of the author and do not reflect the official policy or position of any entity mentioned. Before making any investment decisions, readers are strongly advised to conduct their own research and consult with a qualified financial advisor. Trading and investing involve inherent risks, and past performance is not indicative of future results.


2024 looks to be a year marked by continued geopolitical tensions, economic uncertainty, and disruptive innovation. In this environment, constructing a well-diversified portfolio that can weather volatility while capturing growth opportunities is crucial. Let's dive into the key principles I believe should guide portfolio construction this year.

Asset Allocation Strategy As outlined in my recent presentation, I am focusing on the following strategic asset allocation for 2024:

  • 30% High-Quality Bonds (government and corporate)
  • 25% Defensive Stocks (healthcare, utilities, consumer staples)
  • 15% International Equity ETFs (Southeast Asia, South America)
  • 10% Commodities & Crypto
  • 15% Cash
  • 5% Alternative Investments (real estate, special situations hedge funds)

This balanced mix aims to provide downside protection through bonds and defensive stocks, international diversification to navigate geopolitical risks, inflation hedges via commodities and crypto, ample liquidity, and uncorrelated returns from alternatives. Rigorous risk management and tactical rebalancing will be essential.

Promising Stock Picks Drilling down to specific equities, my quantitative models highlight several promising options across sectors:

  • Electric Vehicles & Clean Energy: Companies like Tesla (TSLA), NIO, Plug Power (PLUG) and Brookfield Renewable Partners (BEP) look well-positioned as the shift to EVs and clean energy accelerates.
  • Healthcare & Biotech: Gilead Sciences (GILD), Pfizer (PFE), Eli Lilly (LLY) and Thermo Fisher (TMO) offer exposure to cutting-edge therapies and a "safety trade" during volatility.
  • Tech & Communications: Titans like Apple (AAPL), Microsoft (MSFT), Alphabet (GOOGL), Adobe (ADBE), Salesforce (CRM), and Comcast (CMCSA) should benefit from secular digitization and network effects.
  • Financials: While sensitive to macro conditions, stalwarts like JPMorgan (JPM), Goldman Sachs (GS), BlackRock (BLK), and Berkshire Hathaway (BRK.B) are attractively valued and built to endure cycles.
  • Industrials & Materials: Honeywell (HON), Caterpillar (CAT), 3M (MMM), and copper leader Freeport-McMoRan (FCX) provide exposure to a potential infrastructure boom and electric future.
  • Consumer/Retail: Walmart (WMT), Nike (NKE), McDonald's (MCD) and Costco (COST) enjoy brand loyalty and pricing power to weather inflationary pressures.
  • International: ADRs like Taiwan Semiconductor (TSM), Alibaba (BABA) and global ETFs (EFA, VWO) offer geographic diversification and capture emerging market growth.

There a little "coquille" in the prediction date, it is 10 working days forecast. So, 27th April + 10 working days = 13 May with holiday days.
Quantitative Deep Learning Forecast

I'm pleased to share the latest forecast update for the end of June 2024. The readability of the chart has been significantly enhanced, making it easier to interpret the data.

It's important to note that companies at the extreme ends of the chart may exhibit large and unrealistic statistical outcomes. Based on extensive experience with my model, I disregard the negative tails in my analysis. However, as demonstrated in the results published a month ago, my model continues to deliver highly accurate predictions.

Models predictions


In summary, while 2024 presents a complex investment landscape, I believe a prudent combination of asset class diversification, defensive positioning, and exposure to long-term growth themes can help investors chart a course to positive risk-adjusted returns.

Rigorous quantitative analysis, disciplined risk management, and the agility to adapt to evolving conditions will be essential. As always, portfolio construction must be tailored to each investor's unique circumstances, risk tolerance and time horizon.


DM if you have any questions : [email protected]

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