help on adding fundamental ratios/analysis to stats arbitrage theories

R

rs2000

Hi All

i am trying to use fundemental analysis (financial ratios debt, pe, reven growht etc etc) and use these in combination with other momentum and mean reversion strategies

however i havent been able to search for research papers that look in fundamental data for quant strategies (or some similar analysis). Please can you help me with finding relevant research papers, websites and other resources (books etc)

Thanks a lot
 
rs2000, if you need a stock screener for sorting and ranking the various factors, the one at www.quant-investing.com is decent and fairly-priced.

Your planned approach is used successfully by quite a number of heavy-hitters in the fund world (AQR being the most visible).
 
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