Matrix-Momentum
DomiB
Letzter Login: 26.02.2021
Performance
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-1,9 %seit 04.02.2021
-
-1 Jahr
-
-Ø-Performance pro Jahr
Risiko
-
-3,7 %Max Verlust (bisher)
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0,61×Risiko-Faktor
Handelsidee
In this Wikifolio, I implement a momentum strategy based on a combination of various momentum concepts such as cross-sectional momentum and time-series momentum. The used momentum metrics combine thereby price and volume movements. The strategy is based on a quantitative, semi-automated system that provides me with buy- and sell-signals.
This Wikifolio is not limited to a particular geographical region or industry sector.
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This Wikifolio is not limited to a particular geographical region or industry sector.
mehr anzeigen
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Stammdaten
Symbol
|
WFMATMOM21 |
Erstellungsdatum
|
04.02.2021 |
Indexstand | |
High Watermark
|
100,4 |
Regeln
Anlageuniversum
Trader
Entscheidungsfindung
- Technische Analyse
- Sonstige Analyse