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Posted on: Saturday, February 06, 2010 12:23 AM
Author: Scribd Feed
Subject: Quantitative Portfolio Strategy
| Global Quantitative Strategy (Citi) Quantitative Portfolio Strategy 5 February 2010 48 pages World Radar Screen February Update v What is World Radar Screen — The WRS is a systematic approach to screening stocks on a global basis. We aim to select stocks that are undervalued relative to their fundamentals and that have superior price and analyst estimates momentum. v Performance Update for January — The model started the year on a positive note — the top/bottom decile spread performance was 0.52%. However it was the bottom decile (short) that was the main contributor to this performance, w |
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