1 BetaDAX

Sergiu Mandis


  • -5.2 %
    since 2017-01-02
  • +21,2 %
    1 Jahr
    -0,22 %
    -9,0 %
    Max Verlust (bisher)
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    • The current portfolio
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Trade Idea

The strategy challenges the Efficient Markets Theory Hypothesis by taking a portfolio of german stocks which replicate DAX Performance Index and changing the weightings according to the Beta of each component. The main goal of the strategy is to achieve a positive alpha when comparing the portfolio performance with its original so it should be rewarded only when the return of the Beta Portfolio is higher then the return of the original portfolio, DAX Performance Index.
The portfolio gets rebalanced once a year or whenever there is a change in the original index composition.
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Investment Universe


Sergiu Mandis
Registered since 2015-10-28
19 years trading all kind of securities across the main US and european equity, fx, commodities markets. Highly skilled in spotting investing entry points, main trends in assets. More than 8 years dedicated to trading and investing algorithms. Wrote a few research papers and articles regarding investments and trading strategies.

Decision making

  • Fundamental analysis


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