Quant mutual fund

Quantitative investing is an investment process in which securities are chosen based on defined rules. Conventional active management involves a team doing security-specific research: modeling company financials, comparing industry peers, and assessing competitive advantages in picking the best stocks. While these approaches surely contain some rigid elements, humans make the final call, which embeds a qualitative flexibility in the decision-making process. Quantitative investing has some creativity and flexibility, but it’s just in choosing, arranging, and replacing data and inputs, not in choosing the actual stocks. A team hunts for the best inputs so a statistical model can spit out the most attractive ideas with these criteria. The aim is to minimize human judgment (and potential bias) when choosing stocks. How does a quantitative fund choose its data and criteria? Managers sift through a forest of data, seeking the slivers that best indicate outperformance. These slivers then become criteria in the model that screens securities. They identify the best criteria through back-testing data. In back-testing, they isolate a criterion they believe could outperform, such as stocks with low price/earnings ratios, over set a time period, like five years. They’ll then simulate how a portfolio with this criterion fares against the broader market over the five-year period. If the back-test indicates the criterion helped returns, the team will test the variable in other market envi...

How is consistency score calculated? At ET Money, we have developed a smart rating system for funds based on their consistency. We believe that consistently performing at the top of a category is more important than just occasionally ranking highly. We analyze the strong performance of a fund over a prolonged period of time. To arrive at a rating, we carefully consider the track record of a fund in terms of performance. In our ranking methodology, we prioritize funds that consistently perform well over those that fluctuate in their performance. To ensure stability in our rankings, we analyzed data for a minimum of five years, rather than just a year or two. We also placed a greater emphasis on recent performance, as it tends to have a greater impact on momentum. This allows us to capture the full potential of recent momentum in our rankings. How fund report card works Identifying a top performing fund that consistently creates wealth can be a challenging task due to the dynamic nature of the market. Top funds often change frequently, sometimes even on a daily basis. However, with ET Money's fund report card, it is now possible to find a fund that consistently ranks at the top and generates wealth over a long period of time. This valuable resource makes it easier to navigate the complex and constantly changing world of financial markets. At ET Money, we have developed a smart ranking system for funds based on their consistency. We believe that consistently performing at the...

Quant Quantamental Fund Direct - Growth is a Thematic mutual fund scheme from • • Quant Quantamental Fund Direct - Growth returns of last 1-year are 40.11%. Since launch, it has delivered 23.47% average annual returns. • • The fund has the majority of its money invested in Construction, Energy, Financial, Technology, Healthcare sectors. It has taken less exposure in Construction, Energy sectors compared to other funds in the category. • • The fund's top 5 holdings are in Reliance Industries Ltd., HDFC Bank Ltd., DLF Ltd., LTIMindtree Ltd., Larsen & Toubro Ltd.. ..... The scheme seeks to deliver superior returns as compared to the underlying benchmark over the medium to long term through investing in equity and equity related securities. The portfolio of stocks will be selected, weighed and rebalanced using stock screeners, factor based scoring and an optimization formula which aims to enhance portfolio exposures to factors representing good investing principles such as growth, value and quality within risk constraints. • Reliance Industries Ltd. 9.58% • HDFC Bank Ltd. 9.07% • DLF Ltd. 8.31% • LTIMindtree Ltd. 6.9% • Larsen & Toubro Ltd. 6.68% • Aurobindo Pharma Ltd. 4.8% • Bikaji Foods International Ltd. 3.83% • Ultratech Cement Ltd. 3.77% • Macrotech Developers Ltd. 3.07% • Jindal Steel & Power Ltd. 3.03% • Bharti Airtel Ltd. 2.7% • Voltas Ltd. 2.45% • Delta Corp Ltd. 2.23% • Sula Vineyards Ltd. 2.15% • Divgi TorqTransfer Systems Ltd. 1.6% • Hindalco Industries Ltd. 1.56%...

Doretha Clemons, Ph.D., MBA, PMP, has been a corporate IT executive and professor for 34 years. She is an adjunct professor at Connecticut State Colleges & Universities, Maryville University, and Indiana Wesleyan University. She is a Real Estate Investor and principal at Bruised Reed Housing Real Estate Trust, and a State of Connecticut Home Improvement License holder. Quantitative investment strategies have evolved into complex tools with the advent of modern computers but the strategies' roots go back over 80 years. They are typically run by highly educated teams and use proprietary models to increase their ability to beat the market. There are even off-the-shelf programs that are plug-and-play for those seeking simplicity. Quant models always work well when backtested, but their actual applications and success rate are debatable. While they seem to work well in The History One of the founding fathers of the study of quantitative theory applied to finance was Robert Merton. You can only imagine how difficult and time-consuming the process was before the use of computers. Other theories in finance also evolved from some of the first quantitative studies, including the basis of portfolio Behind the Curtain of Quant Strategies Just like in "The Wizard of Oz," someone is behind the curtain driving the process. As with any model, it's only as good as the human who develops the program. While there is no specific requirement for becoming a quant, most firms running quant model...

We get a lot of queries from our readers about whether to invest in a specific fund. Recently quite a few investors are inquiring about funds from Quant Mutual Funds. And given the performance of In this blog, we will look at the investment strategy of Quant Mutual Fund schemes and find out what has worked for them. But before that, let’s get a brief idea about Quant Mutual Fund as a mutual fund company. The Story Of Quant Mutual Fund Quant Mutual Fund is a very young mutual fund company. It came into existence in 2018 when Quant Capital acquired Escorts Mutual Fund. At that time, Escorts Mutual Fund was managing only around Rs. 200 crores of investors’ money (AUM or assets under management). Since then, the new management at Quant Mutual Fund has made major changes to the investment process and personnel. And the fruits of these changes are now visible in AUM growth and fund performance. Quant Mutual Fund was managing about Rs. 130 crores in assets until March of 2020. But the fund house’s AUM has now grown by over 35 times to around Rs. 5,000 crore mark. Stellar Returns Of Quant Mutual Fund In 2021 If you take a closer look at Quant Mutual Fund’s growth, you would notice that March of 2020 has been a pivot point that can explain Quant Mutual Fund’s recent incredible growth. In fact, if you have to pinpoint a date, then that would be the 24th of March, which is exactly one day after the NIFTY 50 and SENSEX fell by nearly 13%. Since March 24, 2020, every equity scheme of Q...

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Quant Liquid Direct Fund-Growth is a Liquid mutual fund scheme from • • Quant Liquid Direct Fund-Growth returns of last 1-year are 6.29%. Since launch, it has delivered 7.23% average annual returns. The fund has doubled the money invested in it every 11 yrs. • Quant Liquid Direct Fund-Growth scheme's ability to deliver returns consistently is higher than most funds of its category. Its ability to control losses in a falling market is high. • • The fund's credit profile is moderate indicating it has lent to borrowers whose quality is good. Most funds in this category lend to better borrowers and hence the risk of default in this fund is higher than the category. • The fund's top holdings are in Reserve Bank of India, LIC Housing Finance Ltd., Kotak Mahindra Bank Ltd., Bajaj Finance Ltd., HDFC Bank Ltd.. ..... • Reserve Bank of India 9.66% • LIC Housing Finance Ltd. 7.04% • Kotak Mahindra Bank Ltd. 5.62% • Bajaj Finance Ltd. 5.62% • HDFC Bank Ltd. 5.61% • Tata Capital Financial Services Ltd. 5.6% • L&T Finance Ltd. 2.84% • National Bank For Agriculture & Rural Development 2.84% • Jubilant Ingrevia Ltd. 2.83% • Small Industries Devp. Bank of India Ltd. 2.82% • Reliance Industries Ltd. 2.81% • SRF Ltd. 2.81% • Canara Bank 2.8% • Dalmia Cement (Bharat) Ltd 2.8% • Bank Of Baroda 2.8% • Time Technoplast Ltd. 1.41% • ICICI Securities Ltd. 1.4% • Punjab National Bank 1.4% NAV or Net Asset Value is the per-unit price of the Mutual Fund. The NAV of a Mutual Fund changes every day. It...

Active investing has hugely dominated the Indian market for the past decade, where the primary skill of a fund manager is to identify well-performing stocks. However, quant mutual funds have been experiencing increased adoption in the country for the past few years. What are they? Are they actually a good investment? Read on to find out. About Quant Funds Quant based funds are a part active, part passive investment, where the fund manager is actively involved in the investment decisions. However, their actions are determined by particular rules and restrictions that guide the final decision. These rules and restrictions are similar to an algorithm or Artificial Intelligence (AI). They are extremely objective, leaving no room for judgements. The fund manager invests in financial securities depending upon the numerical data accumulated through quantitative analysis and research. Since quant mutual funds are managed in a passive manner, such schemes have a lower expense ratio compared to regular actively managed funds. The Mechanism behind Quant Funds As mentioned earlier, quant-based mutual funds follow certain rules and regulations. Such funds utilise various machine learning tools and advanced financial models, AI, big data, and much more. These tools help in forecasting future share prices and investing accordingly. But, who sets the rules? The fund managers set the rules after a keen observation on significant technical and fundamental analysis. After setting these rules...

I am planning to invest in --Vinay Joshi Quant Small Cap Fund invests mostly in small cap stocks. Small cap schemes are extremely risky and volatile. That’s why these schemes are recommended only to aggressive investors who are ready to tolerate a lot of risk and volatility. They also should have a longer investment horizon of, say, seven to 10 years. A longer investment horizon would help you to navigate volatility better. In short, you can invest in small cap schemes like Quant Small Cap Fund if you are ready to take lot of risks, volatility and have a long investment horizon. Don't invest in small cap schemes if you have an investment horizon of three years. Vodafone Idea Ltd (Vi) proposes to infuse a total equity of ₹14,000 crore in the near term as part of its business revival plan, said people with knowledge of ongoing discussions. This will see existing promoters Aditya Birla Group (ABG) and UK’s Vodafone Group Plc infuse half the overall amount, they said. As many as 205 managers at Hindustan Unilever Ltd (HUL) took home more than Rs 1 crore in annual salary in FY23, up 25% from 163 in FY22. However, just a third of executives who drew eight-digit salaries were under 40 in FY23, reversing the decade-old trend when half the HUL crore club were people under that threshold.