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

(Last Updated On: September 1, 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?


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.


Are you referring to a stock screener sort of application based on some combination of technicals and fundamentals? If so there is a lively ongoing discussion and open development of these at the motley fool forums. I mean Lively!


Yes, that is exactly the type of filter I’m referring to. Can you send a link to the discussion? Thanks CJ -RS



Google and join the forums. There is frequently people offering their screeners for review and discussion.


If you are talking about creating a universe of stocks based on some fundamentals and doing entries and exits on technicals have a look at the William O’Neils CANSLIM method… Or, if you have some specific ideas, you could run the screener at VINVIZ.com and see how they work out for you… Got enough computering at your command, you could generate random portfolios, back/forward test and see where that leads 8^) Godspeed on your journey…




American Association of Individual Investors has several very successful stock screens that have been performance-tracked for over 10 years.


How did that link work out RS?

I was thinking, my kids swing trade, and they use screens. Maybe they are similar to what you are looking for (inexpensively). They use stockcharts.com which has screening algorithms you can create pretty easily.

Sunday they run a screen based on their criteria, then flip through the charts picking the “prettiest” ones. Is this sort of what you were looking for?



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