Credit-Adjusted NASDAQ100 Long

Performance

  • +5.7 %
    since 2018-12-18
  • +21,2 %
    1 Jahr
    -0,22 %
    Heute
    -9,0 %
    Max Verlust (bisher)
    0,5x
    Risiko-Faktor
    ;
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Trade Idea

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 . show more
Master data
Symbol
WFNASDLONG
Date created
2018-12-18
Index level
High watermark
100.0

Rules

wikifolio labels

Investment Universe

Trader

Registered since 2017-11-27
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 .

Decision making

  • Fundamental analysis

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