How To Implement A True Microcap Strategy That Works – Data Driven

How To Implement A True Microcap Strategy That Works – Data Driven by Tim du Toit, Quant Investing

In March 2016 Jim O’Shaughnessy (O’Shaughnessy Asset Management) published an interesting research paper called A True Microcap Strategy.

The paper made a really convincing argument for investing in microcap companies (for exact returns continue reading), it is also the strategy they follow in their Micro Cap investment strategy.

What is a microcap company?

In the paper Jim defined a microcap companies as companies with a market value of between $50m and $200m.

As...