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Has anyone attempted to create a “portfolio selection” algo, or filter?

(Last Updated On: August 4, 2011)

Has anyone attempted to create a “portfolio selection” algo, or filter?

The algos I’ve seen run on a user defined portfolio. What does everyone think about portfolio selection, and/or potential “buy” targeting using fundamentals?

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I was involved in a collaborative effort where that was part of the plan…to use technicals and fundamentals to select both method and entry target. Currently looking to reconnect with the others that where involved.

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We are working on this using relative strength concept in point and figure charting. Promising results in prototype stage

 

 

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