Podcast interview and Youtube on Quant Microcaps and P123

I was fortunate enough to be invited onto the Planet Microcap podcast, where I discussed my quant approach to microcaps, using Portfolio123.

I must say, if it wasn’t for P123, I wouldn’t be able to do what I’m doing. Very thankful to P123, Marco, Yuval and the team, and the community:

Both podcast and Youtube links:


Thank you for bringing Short Interest into focus for me. I’ve been aware of it for a while, but never worked with it until now. The formulation I have used is based on FRank(“SI%Float” , #PREVIOUS, #ASC, #ExclNA).

It has positively impacted all the screens I have tried it with. Ranging from very significant to moderate. What is interesting is that in some screens the impact comes from trimming those with the most Short Interest, in others the least, and in still others by trimming a bit off both ends.