Sublime
An inspiration engine for ideas

Here is a public and free Wes Gray 'Quantitative Momentum' screen I made for microcaps. This one includes slippage.
I built it around his ideals and put my own spin on it. A more lengthy write-up on the changes I made can be found on my StinkedIn page as I cannot seem to upload PDFs on... See more



I am a big fan of the analyst dispersion anomaly. Depending on how you model dispersion, it can forecast momentum. This is why...
According to some research papers, high standard deviation of analyst estimates around the mean translates into a few overly optimistic people who are not properly discounting risk. Stock is... See more
