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 a private investor microcaps are one of the few…