MBI Quantitative

A momentum driven investment approach to complement traditional fundamental strategies. It has proven successful for more than 20 years.

Emphasis on large cap companies

The universe is comprised of the 100 largest stocks in terms of market capitalization trading on the S&P/TSX Composite Index.


Purely quantitative

The application of a proprietary algorithm allows for the selection of fourteen securities with the highest momentum trading over a certain time span.


Highlights

  • Smart filtering factors
  • Quarterly rebalanced
  • Securities held within the portfolio may be reselected as part of a quarterly rebalancing

 

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