Our Models
QVMRD Equity Selection Model
A multi-factor equity selection framework that integrates academically documented return drivers into a coherent, distribution-aware ranking system across global equity markets.
What it is
What is the QVMRD Model?
The QVMRD Equity Model is a proprietary, factor-based stock selection framework developed by 20Quant for systematic use in diversified portfolios.
It integrates 18 families of academically validated factors, including quality, growth, value, momentum, and risk, into a normalised ranking system that assesses relative equity attractiveness within peer groups.
QVMRD supports portfolio construction, universe filtering, and factor-aware allocation, while remaining interpretable, auditable, and consistent across market environments.
Academic Foundations
Grounded in decades of academic and practitioner research on equity factor premia, including quality, value, momentum, growth, and risk-related characteristics.
Multi-Factor Architecture
Aggregates 18 factor families, each constructed from multiple underlying metrics, into a single, coherent ranking framework designed to reduce reliance on isolated signals.
Distribution-Aware Design
Applies cross-sectional standardisation techniques that explicitly account for non-normal factor distributions, improving comparability across securities, sectors, and regions.
Availability and coverage
Available across major global equity markets and designed to integrate seamlessly with broader portfolio, regime, and governance frameworks developed by 20Quant.
Why It’s Relevant
Relevance for equity decision-making
QVMRD is built to identify structurally meaningful equity signals and convert them into inputs that can be used directly in portfolio decisions.
Structural signal over narrative
Equity returns are driven by persistent structural characteristics rather than stories. QVMRD provides a systematic way to evaluate those characteristics consistently across large equity universes.
Balanced factor exposure across cycles
By integrating multiple complementary factor families, QVMRD avoids single-factor bias and supports equity selection that remains coherent across different market environments.
