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O'Shaughnessy: Tiny Titans Screen

James Patrick O'Shaughnessy is an American investor and founded an asset management firm names Shaughnessy. He wrote a book "Predicting the Markets of Tomorrow" in which he unveild Tiny Titans - a micro cap strategy that includes both a value component and a momentum component. It is an aggressive yet simple investing strategy with published results. Even better, it requires minimal data.
O'Shaughnessy: Tiny Titans Screen - MarketXLS

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