Portfolio , Quant Investing


For today I’d like to get back to one of my favorite topics, Quantitative Investing. I did a series of 7 posts (the last one in the series is here ) showing how an investor can implement quantitative strategies on their own with free or low cost available tools. But this is still more than many investors can or are willing to do. There is a ready made approach available for those investors.

The best resource where you can access a bunch of pre-done screens for all kinds of investment styles that is updated once a month is the AAII stock screens . For a relatively small fee per year you get access to over 70 stock screens. They update all the screens, track results, write about them, etc… Here is one table from their 2012 performance report .

AAII stock screen performance aug 2013


That’s it. That’s the best resource for stock screens out there. Now for the tough part. How to use them. That’s something that only you can decide. Most investors use stock screens as a starting point in the research of individual stocks. Others choose to take a portfolio approach to using screens. I use a combination of both for different aspects of my portfolio but I’m leaning more and more to a portfolio approach. Choose what works best for you.

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