I think MF, due to their size, have a limitation on which companies they can invest without getting into liquidity issues. Sorry to barge-in, I too will look fwd for @visuarchie sir’s opinion on your question.
Details from Quant Momentum Fund page:
2. Screening Process: To identify promising stocks within our investment universe, we employ a screening process based on our VLRT framework’s scoring methodology. Each stock is selected by the statistical significance of the risk exposure and the conditional expected return based on generalized t-statistics. Our risk mitigating investment framework VLRT combines Valuation Analytics, Liquidity Analytics, Risk Appetite Analytics and other risk factors derived from financial statements and macro-economic data. Stocks are evaluated based on these complex scoring criteria in a dynamic environment to determine their suitability to generate superior risk-adjusted returns.
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