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Strategies & Market Trends : What Works on Wall Street (O'Shaugnessy)

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To: sea_biscuit who wrote (12)2/4/1997 5:38:00 AM
From: Sami Revah   of 109
 
Dipy,

could you please post an address or phone number for getting information and prospectuses on these funds.

I too have read his book and am interested in following his 'cornerstone' strategies.

What intrigues me even more is adopting his findings for individual vs. institutional investing. In his book he states that the very best gains are achieved by microcap stocks (under $50Mil, I believe), but that these stocks cannot be used by institutional investors because of their small float. He then proceeds to leave these stocks out of all his studies and screens. I wonder how the best strategies, such as low PSR and high RS, would do if the microcaps are included as well. Better or worse? I guess I'll have to write to him to find out.

Sami Revah
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