How does the classic quantitative investing method run?

it works very well. just look at company reports of some bigger quant fonds. but do they work with MetaTrader?

maybe you need to overthink your question. the question is not how "well" (please define) one strategy or another works. the real question is, once you have a working one, can you model it in MQL and execute it with MetaTrader and your broker. can this combination handle the amount of money you're planning to use. you can only trade what your platform and your broker allow you to do, so the challenge is to find a strategy that fits in this limitations. in principle you can do everything in MetaTrader. it's an open platform, you can connect it to other systems if you need to (for ex. MathLab). find a decent broker (preferable a commission charging one), develope/improve your MQL (+ other languages) coding skills or hire the right people, and you're on a good path.

Thank you very much for your sincere reply.

But i think i should do more explaination about my above question.

1. I know there are some quantitative investing methods, such as wavelet analysis, random process, neural network and so on, which refer to much complicated math formulas.

2. I can't understand these profound formulas, so i  never use these quantitative investing method.

3. I don't know whether these methods work well or not(earn much money or not), so i ask this question.

4. If these methods work well, my next question is : when different persons analyse the same charting by the same quantitative investing method, wavelet analysis for example, whether these persons will get the same or similar result? If it is, the result is ok or not?

Thank you very much again.