SupraMomentum is a proprietary momentum measurement technique developed by Quantalytica

 

Quantalytica is a quantitative research consultancy serving the equity-investments industry with a focus on long-short strategies.

 

Over the past years it has developed and refined a stock-selection methodology and investment process that has generated persistent out-performance.

 

Based on a disciplined application of its decision tools that exploits the insights gained form behavioral finance.

 

Quantalytica’s exploitation of the 'premier anomaly' has produced very favorable risk-return patterns for many consecutive years, both in times of rising as well as falling markets.

 

Strategic SupraMomentum is an 'adaptive' directional momentum strategy.   The ranking periods are sensitive to shifts in the long-short decision (based on macro-economic and market breadth indicators) in order to capture major changes in sentiment, such as the advent of a bear market.

 

For more information please contact Ivan Snurer, director and founder of Quantalytica.

 

 

Address                                                                      Email

Quantalytica                                                            

Paardenstraat 28

4381 AJ Vlissingen                                                    Telephone

The Netherlands                                                       +31(0)118/411268