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
Equity factors: two excellent sources of papers and contemporary perspectives: https://www.aqr.com/library http://blog.alphaarchitect.com/#gs.joqIFS8
You don't need (toilet) papers. But Data & a statistical software, Then build a model & run backtests.
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).