MBI Quantitative

A purely quantitative 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 ten securities with the highest momentum trading over a certain time span.


Rebalanced quarterly

  • Stocks are equally weighted
  • Quarterly rebalancing may result in a major turnover
  • Securities held within the portfolio may be reselected as part of a quarterly rebalancing

 

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