Backtesting papers

March 2012

Quantitative value investing in Europe: what works for achieving alpha

December 2010

Systematic value investing: does it really work?.

May 2010

Studying different systematic value investing strategies on the Eurozone market

October 2012

Utility of Piotroski F-Score for predicting growth stock returns

Manuals

Glossary

Short explanation of all factors and ratios available in the screener.