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Quantitative Momentumstrategie

Tom Nicholas Schäfer

 | TrendyMeat

Last Login: 03/13/2021


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-0.4%
since 6/25/2018

-
Ø-Perf. per year

-
Performance (1yr)

-
Volatility (1yr)

-
Return/Risk



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Trading Idea

In diesem Wikifolio sollen Aktien auf Basis ihres Momentums gekauft und voraussichtlich einen Monat gehalten werden. Entscheidend für die Auswahl einer Aktie soll die Preisentwicklung der vergangenen 12 Monate sein. Hierfür soll monatlich ein Ranking der Aktien mit der höchsten Preisentwicklung erstellt werden.

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Master data

Symbol

WFQUANTMUM

Date created

06/25/2018

Index level

-

High watermark

100.3

Investment Universe

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