Validation and Economic Rationale in Quantitative Investing Strategies

In this comprehensive discussion, Fund Manager and Head of Research Anoop Vijaykumar and Shray Chandra distil the key lessons from over five years of managing the Capitalmind Adaptive Momentum portfolio.

Get a concise overview of the principles of momentum investing driving the portfolio’s success.

Learn from our real-world lessons on why momentum investing works for long-term wealth creation

00:36 Introduction

01:54 Momentum strategy in the last 5 years

03:30 Difference between the fundamental and quantitive styles

08:00 Random correlations when backtesting a quantitive strategy

10:30 Capitalmind Adaptive Momentum strategy

15:05 Why does momentum investing work?

18:54 Lessons learned from 5 years of managing momentum strategy

26:00 Will momentum stop working

29:30 How can we get more out of the momentum strategy?