Greenblatt's Magic Formula: +17% in India, +1.2% in the US

Описание: Joel Greenblatt claimed 30% annual returns. We tested his Magic Formula on 25 years of real data across 16 global exchanges. The US alpha is modest, but India tells a very different story.

⏱️ In this video:
0:00 Introduction
0:24 The Formula Explained
4:17 Running the Screen (SQL)
6:21 Additional Quality Filters
7:07 Limitations
8:15 Try It Yourself

📊 Run this screen yourself (free):
https://cetaresearch.com/data-explore...

📖 Full analysis with all the data:
https://blog.cetaresearch.com/magic-f...

📺 Watch the backtest:
   • We Backtested the Magic Formula on 16 Exch...  

📚 All strategies:
https://blog.cetaresearch.com/strateg...

📂 Backtest code (open source):
https://github.com/ceta-research/back...

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Data: Ceta Research (FMP financial data warehouse)