Matrix-Momentum
DomiB
Last Login: 2021-03-04
Performance
-
-0.6 %since 2021-02-04
-
-1 Year
-
-Ø-Performance per year
Risk
-
-4.6 %Maximum loss (to date)
-
0.61×Risk factor
Trading Idea
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.
show more
Master data
Symbol
|
WFMATMOM21 |
Date created
|
2021-02-04 |
Index level | |
High watermark
|
100.4 |
Rules
Investment Universe
Trader
Decision making
- Technical analysis
- Other analysis