I haven't tried it though I find it intellectually appealing. Actually implementing it requires some config (do you want to include all industries, or exclude s

I haven't tried it though I find it intellectually appealing. Actually implementing it requires some config (do you want to include all industries, or exclude some like finance as greenblatt suggests? What range of market caps will you consider? US only or emerging markets? Do you short companies on the bottom of the list or do long only?) I just haven't spent the time thinking through those things...