"Combining the Best Stock Selection Factors" by Patrick O'Shaughnessy 

by Patrick O'Shaughnessy, a Principal and Portfolio Manager at O’Shaughnessy Asset Management (OSAM). From QuantCon NYC 2016.
Patrick will explore how to combine the value factor with other stock selection factors to build a superior stock selection strategy. He will discuss unique ways of using momentum, share buybacks, and quality factors to improve on a simple value screen. He will discuss portfolio concentration, rebalancing, and risk management. He will also explain why the best versions of these strategies are only possible for smaller firms and investors.
The slides for this presentation can be found at www.slideshare.net/Quantopian/combining-the-best-stock-selection-factors-by-patrick-oshaughnessy-at-quantcon-2016.
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