Quant Services
Analyzing factors which leads to a stocks outperformance or underperformance
Analyzing set of both technical and fundamental parameters and factors which leads to stocks outperformance in short, medium to long term
Analyzing fundamental factors like PE Ratio, PB Ratio, and Dividend Yield etc.
Analyzing technical factors like 3 Months Return, 1 Month Momentum etc.
Ranking and sorting the stocks baskets based on outperforming factors
Winsorization of the data to remove the outliers
Ranking the stocks based on calculation of their lateral Z-Scores
Combining various factors in various weights by combining their respective Z-Scores
Analyzing the rebalancing frequency of trades based on weekly, monthly, quarterly or yearly re-balancing
Rebalancing the trades based on their rankings on weekly, daily or monthly basis
Rebalancing frequency is contingent on targeted Funds frequency horizon, Returns, Sharpe ratios and cost of transactions etc.
Contact Us
602, Vakratunda Corporate Park, Near Udipi Vihar Hotel, Off. Aarey Road, Vishveshwar Nagar, Goregoan (E), Mumbai - 400 063, India
+91-22-6671 9184 / 98
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