Quantitative strategies generally refer to trading and investment strategies that follow a set of rules for:
These rules are typically codified in a computer algorithm that analyzes all the data and makes investment decisions. Individuals who invest also perform such analysis but manually and there is a lot of discretion involved in the manual investment process.
Quantitative Momentum applies quantitative decision making to a set of stocks within an Index (S&P 500/NIFTY 500) that exhibit momentum characteristics to produce returns in excess of the stock market returns.
