Invest
Quant Value – Portfolio Construction
By SMART BETA  •  January 28, 2016
In my previous post, I had elaborated on the underlying theory of investing as practiced by a quant value oriented investor.  In this post, I will detail the thought process involved while choosing various components that will go into a portfolio based on this approach. I must clarify that this is my approach (as of now) and by no means does it mean that this can’t be improved upon (evolve..always evolve). If anyone wants to follow the quant value approach, you may just want to use my style as a  starting point and modify it based on your own findings/ research. Note: I want to clarify that quantitative finance, as it’s popularly perceived, is not only about high frequency trading or algorithmic trading, which are usually based on exploiting statistical anomalies in price data and typically extremely short term in nature (not possible ......
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By SMART BETA
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