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