When we read Stocks on the Move: Beating the Market with Hedge Fund Momentum Strategies by Andreas Clenow we immediately added the ratio to the screener. Here is why.
In dem Buch Stocks on the Move: So schlagen Sie den Markt mit den Momentum-Strategien von Andreas Clenow lernten wir einen besseren Momentum-Indikator - exponentielle Regression - kennen, den wir dem Screener sofort hinzugefügt haben. Hier ist der Grund.
You know that the Piotroski F-Score can improve your investment returns. This article gives you a list of investment ideas of undervalued companies with a good and improving Piotroski F-Score.
In March 2016 Jim O’Shaughnessy published an interesting research paper called A True Microcap Strategy. The paper made a VERY convincing argument for investing in microcap companies.