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Talk Your Book: Large Cap Alpha

Animal Spirits Podcast

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How Much Narrowing Down Does Your Quant Screen Work?

Francisco: How much narrowing down do you do and is your universe, I don't know, the Russell 1000 or the SP500? Francisco: We start out with about 3,000 names. After we apply our screens, we end up typically with about 80 names. From those names, then you've got a person and pick up which are your large caps and small caps and so on. So it's not a six cut off which we wanna have that way.

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