WAVES - Key Sentiment Investing

India Focused-equity: Top 250 Stocks by Market Cap | Gold | Overnight Debt.

Quantamental Listed-Equity: <a href="https://modulorcapital.com/what-is-quantamental-investing/" rel="noopener noreferrer" target="_blank">Quantamental Investing®</a>&nbsp;is multidisciplinary. It intends to get the best results at low costs using whatever tools are available. At Modulor Capital, we use all three schools of analysis to construct strategy-based, system-driven and solution-oriented equity portfolios. FUNDAMENTAL ANALYSISThe human capabilities of reasoning and financial data of companies are used to arrive at the fair value of a business in comparison to its actual value. We use financial statements, management guidance, macroeconomic setup, etc. to estimate the future performance of a business. QUANTITATIVE ANALYSISWe use statistical tools to find and exploit anomalies in the markets which are in the form of Factors (momentum, size, volatility, quality, etc.) or Statistical Arbitrages (correlations, mean-reversions, etc.). Models showing promising results over historical data are converted into algorithms for trading and investing. TECHNICAL ANALYSISTechnical Investing relies on time-based price patterns considered over sliced timeframes (like 5 minutes, 15 minutes, 1 hour, 1 day, 1 week, and so on). We plot prices against time and predict price action by studying patterns visible to the trained eye or recognized by a machine. We use technical analysis to time entries and exits. We use the QVGS Framework to create and operate Quantamental portfolios. <a href="https://modulorcapital.com/our-portfolios/listed-equity/" rel="noopener noreferrer" target="_blank">Read more about the listed-equity investment process.</a>

The portfolio is constructed algorithmically using the Quantamental 5-stage Process: <ol><li>TACTICAL STAGE: Follows the Value Market-cycle of the Nifty 500 Index.</li><li>RED-FLAG STAGE: Avoids fundamentally over-valued companies.</li><li>YELLOW-FLAG STAGE: Quantitatively ranks securities on multiple value factors.</li><li>GREEN-FLAG STAGE: Technically selects securities showing high potential mean-reversion momentum &amp; distribution patterns.</li><li>RISK-MANAGEMENT STAGE: Staggers positions as per individual signals and portfolio diversification rules.</li></ol>

POSITION-SIZING:&nbsp; The default allocation of 1/n (where n is the number of stocks in the portfolio at a given point in time) is modified for maximums depending on the Value, Growth and Sentiment algorithm signals for a particular stock. The position-sizing algorithm sets a higher maximum limit for stocks showing all 3 signals than those with fewer signals.<ol><li> </li></ol>

This smallcase has a weekly rebalance schedule. Once every week, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next week

Multi-asset with a primary bias towards equity. <ul><li>EQUITY: 0% - 100%</li><li>GOLD: 0% - 100%</li><li>DEBT: 0% to 100%</li></ul>

WAVES: Large-Midcap Sentiment Investing Model

Sentiment Investing | Quantamental Focused-equity | Large & Mid-cap Universe | Weekly Review

WAVES: Large-Midcap Sentiment Investing Model

Overview

Stocks & Weights

At a Glance

Holdings Distribution