The quantitative trading strategy invests in long only positions of the NASDAQ 100 based on credit adjusted equity prices. The decisive credit adjusted indicator is built by the product of equity prices and default probabilities for all NASDAQ 100 issuers. Both components are inversely related in theory and its product enables a ranking of the whole universe. The strategy picks the most undervalued stocks (max. 10 stocks) according this criteria. Default probabilities are obtained from the core dynamics Rater powered by core dynamics GmbH available at www.coredynamics.io .
Experience in securities trading
Risk class 1: No experience
Risk class 2: No experience
Risk class 3: 3 or more years
Risk class 4: 3 or more years
Risk class 5: 3 or more years
All wikifolios of Fallbird
The invested capital may differ from the actual value due to the conversion of several currencies.