Hi @basumallick
Thanks for sharing your knowledge on quant investing!
I am inquisitive if replicating the out-performance of these strategies on various sub slice of the market would be a good test of the system robustness.
eg: What will be the performance if we restrict our investable universe to only Nifty50 stocks and also benchmark against the same. This will alleviate any liquidity concern and also give an idea of the “size” factor contribution to total return.
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