Ranking & Daily Model Updates
MarketQuants applies a daily ranking process to securities within a defined universe.
Each trading day, the system recalculates proprietary quantitative metrics and reorders securities based on those calculations.
The ranking process is systematic and rule-based.
Ranking Framework
1. Defined Universe
The ranking universe consists of securities within a predefined large-cap index.
This ensures consistent liquidity and standardized comparison across securities.
2. Model Evaluation
Each security is evaluated using the Composite Score methodology.
The algorithm processes predefined data inputs and generates a normalized numerical value for ranking purposes.
3. Rank Assignment
Securities are ordered from highest to lowest Composite Score:
- Highest value → Rank #1
- Lowest value → Final rank within the universe
Rank reflects relative model positioning at the time of calculation.
Purpose of Ranking
The ranking system provides:
- Cross-sectional comparison across securities
- A structured method of organizing model outputs
- Daily updates reflecting changes in quantitative metrics
Rank does not predict future performance and does not constitute a recommendation to buy, sell, or hold any security.
Dynamic Updates
Rankings update daily as new market data is processed.
Changes in rank reflect changes in model-derived calculations relative to other securities in the universe.
Users are solely responsible for how they interpret ranking information.