Critically evaluate the performance of the portfolio. Should at least include the overview of the performance and the number of securities in the portfolio.

Quantitative Investment Strategy and Bloomberg backtesting

Quantitative Investment Strategy and Bloomberg backtesting Go to FT.com, under the MARKETS>MARKETS DATA>EQUITIES section load the Equities screener from the “Explore our Tool” menu on the right-hand side. Choose from the FT predefined screens:
• A Warren Buffett screen
Answer the following questions:
A. Briefly describe the investor who inspired the screener that you choose and discuss their investment philosophy  . B. Explain each of the criteria and critically evaluate the purpose and rationale behind the setting.

C. Apply the screener to the United State market on Bloomberg.

a. Show the EQS screening criteria in a screenshot b. Backtest the strategy with annual rebalance, for the past 15 years relative to last year end, equal-weighted and benchmark against S&P 500. Show the screenshot of the Equity Backtesting: Model Builder with the above set up.

c. Critically evaluate the performance of the portfolio. Should at least include the overview of the performance and the number of securities in the portfolio.

d. Suggest any possible change of criteria that may improve the performance of the screen.