quant strategy portfolio

Mathan Somasundaram

Whilst global markets have maintained positive momentum into 2017, valuations look stretched. Markets are going to run into the US reporting season given the US leadership change and the recent rally pricing due to the optimistic outlook. However, US fiscal policy uncertainty, historically low volatility, rising USD, rising yields and... Show More

Mathan Somasundaram

Quant Strategy Portfolio | February update - Managing RBA and CNY effects | Strategy outlook: We maintain our long term positive view that the market will reach 6500 in the next 12-18 months while short term profit taking risks remain with post reporting season lack of buying support, post Chinese... Show More

Mathan Somasundaram

Quant Strategy Portfolio | October update - Ride the rebound | Strategy outlook: We maintain our positive view that the market will recover from the recent profit taking on geopolitical, currency and global growth worries. Portfolio changes: PPT was added while VED was removed. Current model portfolio: Materials - large (BHP,... Show More

Mathan Somasundaram

Quant Strategy Portfolio | September update - Maintaining three pillar diversification | Despite the short term volatility on the strength of US recovery relative to other regions, we see positive medium to long term equity market prospects due to subdued growth in all other regions of the world. Potential further... Show More

Mathan Somasundaram

Quant Strategy Portfolio | August update - EUQE: the size does matter | Portfolio changes: BRG, BTT and KMD were added while CCP, IFL and NCM were removed. Current model portfolio: Materials - large (BHP, ILU, RIO); Commercial & Professional Services - mid (SEK); Transport - large (SYD, TCL, TOL); Consumer... Show More