Market Manager | March update – Expect pickup in volatility

Mathan Somasundaram

Deep Data Analytics

Large & mid cap talking points: The best 5 multi-factor ideas are QAN, BSL, NCM, LLC and STO while the worst 5 multi-factor ideas are APA, REC, TCL, QUB and ILU. Small cap talking points: The best 5 multi-factor ideas are CCV, SAR, OGC, BRS and UGL while the worst 5 multi-factor ideas are 3PL, NWS, ISD, MYO and AOG. Quant strategy model changes: CSL, IPH, RMD, WES and WOW were added while GXL, MYX, QUB, RFG and SDF were removed. Current quant strategy model portfolio: Materials – large (BHP); Transport – large (SYD, TCL); Consumer Services – small (AAD, AGI, IPH, MTR); Media – mid (FXJ), small (APN, VRL), micro (ICQ); Staples – large (WES, WOW); Health Care – large (CSL, RHC), mid (RMD); Banks – large (ANZ, NAB, WBC); Diversified Financials – large (MQG), mid (HGG), small (IMF); Insurance – large (SUN), micro (AUB); Property – large (LLC); Information Technology – small (GBT, IFM), micro ( HUB); Telecommunications – large (TLS), micro (SDA). (VIEW LINK)


Mathan Somasundaram
Founder & CEO
Deep Data Analytics

Over 25 years’ experience in the finance/tech industry. Mathan has worked extensively in all parts of the finance sector (i.e. County NatWest, Citi, LIM, Southern Cross, Bell Potter, Baillieu Holst and Blue Ocean Equities). Currently Founder and...

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