Matrix-Momentum

In this wikifolio, a momentum idea shall be implemented that is based on a combination of various momentum concepts such as cross-sectional momentum (momentum ranks / relative strengths) and time-series momentum. The used momentum metrics combine thereby the two dimensions of price and volume movements. The idea is based on a quantitative, semi-automated system that should provide me with buy- and sell-signals. The investment horizon shall be medium- to long-term. A rebalancing of the wikifolio shall be done monthly. In some cases, positions might be closed on shorter note if stop-loss levels are triggered. The investment universe contains shares. This wikifolio shall not be limited to a particular geographical region or industry sector.