How do you do this?
If you trade in different markets like the US Can and the EU, do you combine your RS into one and use it on the whole universe at the same time:
Or do you “fit” your RS to each market, and combine them later with the use of Books? What is a good solution here? Should factors being used in the EU also work in Can and US?
What is RS?
Sorry! RS= Ranking system
If you want to simply invest in the best stocks and don’t care how much of your portfolio is in the US and how much is in Europe, use one ranking system and the North Atlantic universe. If you have two different portfolios at two different brokers or if you decide that you want x% of your portfolio in Europe and 100%-x% in the US and Canada, then use two ranking systems and two different universes. At least that’s one way to think about the problem.
