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Quantitative equity strategies rely on systematic models.

Terminal capacity refers to the point where transaction costs eliminate alpha.

Indexing is considered a beta strategy.

A price-efficient market is one where prices fully reflect available information.

Alternative data may include satellite or credit card data.

Quantamental investing combines quantitative and fundamental approaches.

In quantitative investing, position sizes are often determined by optimization models.

Holding fewer securities than an index can increase tracking error risk.

Factor indexes attempt to capture drivers of return such as momentum and value.

Changes in index composition may require portfolio rebalancing.