Reuters Select Screens now available

You can now find the Reuters Select Screens in the Portfolio123 Screens section. These screens were thoroughly developed by Marc Gerstein when he was a Director of Investment Research at Reuters. He’s authored several books on the topic including:

Make sure to read the extensive documentation on the screens. It will help you understand how to translate an investment strategy into a quantitative formula. You can access it in the “About” page of the screen, then click on the ‘Detailed Description’ link, or access it directly here (or the pdf version )

Since these are screens, the number of stocks that pass all the rules fluctuates (because of the hard coded rules). It would be an interesting project to create Ranking Systems based on his ideas and create P123 Portfolios. If you’d like to share some of the resulting portfolios I’ll include them in the P123 Portfolio section, with proper attribution of course!

Regards

Marco