longbridge-multifactor
Multi-factor cross-sectional stock-selection strategy via Longbridge Securities — scores stocks in an index or candidate pool on value (1/PE, 1/PB), momentum (60-day return), quality (ROE), and low-vo
Multi-factor cross-sectional stock-selection strategy via Longbridge Securities — scores stocks in an index or candidate pool on value (1/PE, 1/PB), momentum (60-day return), quality (ROE), and low-vo