John Bajkowski is president of AAII.


Gregory from TX posted over 3 years ago:

In his book he uses a number of screening strategies where he combines 2 and 3 factors and then backtests the results. The strategy with the lowest Max Loss and a High Return 21.3% was a simple 2 factor model of EBIT/Invested Capital >35% & FCF/Mkt Cap > 7%.

It would be nice if AAII included at least this single strategy with the other Stock Screens that it provided on-going results on.

Greg Morgan

James from TN posted over 3 years ago:

Greg's idea sounds good to me. Quantatative strategies require less oversight on an individual company basis, but probably require more frequent rebalancing of the portfolio. Since the quantative screen here is primarily based on fundamentals, it might be possible to rebalance quarterly and achieve pretty good results. I have not read the book yet.

Norman from RI posted over 3 years ago:

Tortoriello's quantitative strategy results should be added to the stock screens' roster.

Greg from TX posted over 3 years ago:

Would it be possible to add this screen to the permanent stock screens that AAII tracks and runs.

Dave from CO posted over 2 years ago:

How long does AAII wait before one of their reviewed method strategists makes the standard list of the AAII Stock Screening tool? This one, Tortoriello, seems like a good candidate.

Charles from IL posted over 2 years ago:

Dave, Thanks for the request to the add Tortoriello to Stock Investor Pro. Adding new screens is a programming issue, but we are monitoring requests to add the screen to SI Pro. -Charles Rotblut

Vaidy Bala from AB posted about 1 month ago:

One issue that is noted is what is the ultimate return over a period and how does that value compare with benchmark. What is the standard deviation? The quantitative method is suitable for computer to do the number crunching. Any comments?

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