Post #3881 by musselmant on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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No. of Recommendations: 3

1)all companies in the Eurozone countries (Euro as currency) with
2) a trading volume of more than €100,000 over the past 30 days
3) and a market value of over €100 million.
4)From this universe we first selected the 20% of companies with the best six-month momentum.
5)sort this group of companies by price to book from low to high
6) and then buy the lowest 50

https://www.quant-investing.com/blog/momentum-meet...
tested this in one period and reported doubling the relevant index at the cost of volatility

It would be interesting to have a P123 subscriber run it

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