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Long Short Bias

Siegfried Ehret

 | DanteSakar

Last Login: 11/02/2022


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Trading idea
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-4.7%
since 12/23/2020

-
Ø-Perf. per year

-
Performance (1yr)

-
Volatility (1yr)

-
Return/Risk



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Trading Idea

Die hier gehandelte Strategie ist ein systematischer Ansatz basierend auf Sondersituationen am Volatilitäts-Future-Markt. Es wird anhand eines Algorithmus der Marktet-timing Strategie verfolgt und durchgehend in risikoreicheren und ausgewogenen Instumenten angelegt. Es liegen zu der Strategie Backtests bis vor der Finanzkrise 2008 vor.

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Master data

Symbol

WFEBR00002

Date created

12/23/2020

Index level

-

High watermark

102.4

Investment Universe

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