Name: Quantamental - Q10
Brand: smallcase
SKU: INSMO_0004
Price: 159249 INR

Long term wealth creation investment strategy

Nifty_SM100

Quantamental - Q10

Abhishek Basumallick

Systematic Non Discretionary Quant Momentum. Rebalanced weekly. Suitable for Active Investors. 

All publicly traded companies on the National Stock Exchange of India are included in the universe. They are filtered for liquidity and only highly liquid stocks are eligible for inclusion.

The system is constructed with following design principles:<ul><li>Only scrips with very high&nbsp;liquidity</li><li>Up 20 stocks provide adequate&nbsp;diversification</li><li>Powered by a&nbsp;quantitative system&nbsp;that is designed to reduce the role of luck in stock selection and endure market cycles</li><li>Reviewed weekly. Need based ad hoc re-balancing to ensure&nbsp;protection from deep drawdowns</li><li>If paired with Q30, it provides diversification and further smoothens the equity curve as one or the other strategy may perform better in different market environments</li></ul>

The research team does individual stock picking after going through company reports and financials and decides on a host of qualitative and quantitative parameters to be considered while screening stocks for the respective strategy

Following parameters are considered while assigning weights to stocks in this smallcases<ul><li>Market capitalization</li><li>Management quality and vision</li><li>Theme exposure, revenues and earnings visibility</li></ul>

This smallcase will be rebalanced on an as-needed basis

The final screened stocks are then weighted according to the selected asset allocation algorithm

Quantamental - Q10

Quantamental - Q10

Overview

Stocks & Weights