Name: Smart ETFs Quant
Brand: Quantace Research
SKU: QUREET_0001
Price: 1042 INR
Availability: InStock

Nifty 500 Index

Quantace Smart ETFs

The universe for this basket includes all Exchange-Traded Funds (ETFs) publicly traded on the National Stock Exchange (NSE) of India.

The team leverages advanced quantitative models to select ETFs for the basket. 1) These models analyze: Market data, Price trends, Volatility, Risk-adjusted returns, Liquidity and Trading volumes2) The approach focuses on optimizing risk-adjusted returns. Ensures a balanced and diversified investment strategy.

The research team conducts a thorough screening process one day before the scheduled rebalance. The data used for this process is based on the latest available information from the trading day preceding the rebalance. This ensures that the basket constituents are carefully evaluated and optimized. The screening process excludes:1) Circuit stocks and ETFs with a 5% filter.2) LTASM (Long-Term Additional Surveillance Measure) Stage 2, 3, and 4.3) STASM (Short-Term Additional Surveillance Measure) Stage 2, 3, and 4.4) GSM (Graded Surveillance Measure) stocks.5) Stocks currently on SEBI’s watchlist. By applying these filters, we aim to prioritize liquidity while ensuring that the basket is well-prepared for the scheduled rebalance.

1) The basket follows an equally weighted approach, ensuring each constituent contributes evenly.2) We recommend working with a trusted Investment Advisor to customize the allocation based on your risk profile and ensure the investment aligns with your financial goals.

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

Smart ETFs Quant

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ETF Strategy compiled by Quantace Research 

Smart ETFs Quant

Overview

ETFs & Weights