Have you wondered how one can pick stocks via a quant screen? Would you like to see the construction of a basic quant screen and the see the top stocks? Some have heard of the in magic, and now I (almost) feel like the Masked Quant of quants. Read onwards
Pro Tip -- For Professionals, this sort of stuff is quite easy to do in . Use FactSet, it's a wonderful tool for quant screening.
In the blog, , I went through a few methods on gathering ideas for ratios and some problems with quant screening. In the next blog, , I went through the basics of testing and creating custom formulas on those ideas. The next step involves ranking that data and then choosing the stocks via a quant screen at home. Here are the next steps.
Create the Quant Screen
Using s Stock Investor Pro, I made a limitation on my universe of stocks by narrowing it down to:
Stocks in the USA, but not ADRs
Stocks above $5
Midcap stocks (those with a market cap between $2 billion and $10 billion)
That gave me a list of about 700 stocks. With that data, I found (or created) th
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