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SSP system
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Topic: SSP system (Read 22721 times)
bryanmcn
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Karma: 2
Posts: 360
SSP system
«
on:
February 18, 2010, 03:45:01 PM »
Hi SPP
Could you tell us;
1) Are you still using an analysts recommendation as part of your screening process?
2) Have you employed a volume screener?
Thanks
Bryan
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Posts: 476
Re: SSP system
«
Reply #1 on:
February 18, 2010, 04:11:21 PM »
Hi Bryan,
I guess that your questions are related to the Price Momentum Portfolios:
1) Yes, we still use the average analyst recommendation to filter companies that either do not have any coverage or have a bad recommendation from the analysts.
2) Yes, we do filter stocks that have too little volume. We multiply the last close price by the average volume and the stock have to be above the 300,000$ mark to get elected.
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