The excellent Empirical Finance Blog has a superb series of posts on an investment strategy called “Profit and Value” (How “Magic” is the Magic Formula? and The Other Side of Value), which Wes describes as the “academic version” of Joel Greenblatt’s “Magic Formula.” (Incidentally, Greenblatt is speaking at the New York Value Investors Congress in October [...]
Posts Tagged ‘Quant Investing’
An examination of the “Profit and Value” strategy
Posted in About, Quantitative investment, Stocks, tagged Book value, Joel Greenblatt, Magic Formula, Quant Investing on June 21, 2011 | 25 Comments »
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