ETF rebalancing

In the new SQX we have trend and mean reversion trading possibilities but no momentum trading....

Using the new functionalities of SQX and introducing and integrating historical data of new instruments (equities, ETFs,futures etc..) and also possibility of generating cross-symbol strategies, it should be possible to integrate some kind of dual momentum strategy generation, like in this video:

and

This could be a very powerful feature for the long term momentum investors.



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  • Votes +13
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

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Kc
#1

coensio

29.04.2019 13:12

Task created

n
#2

notch

24.05.2019 12:00
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GS
#3

glenn

24.05.2019 17:12
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AA
#4

echelon

26.05.2019 18:01
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b
#5

beppil

31.05.2019 10:54
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HH
#6

Hans

05.06.2019 11:15
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SF
#7

SergeyF

08.08.2019 11:48
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g
#8

Giulio Ballarini

20.11.2019 15:14
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f
#9

fabfab

07.05.2020 08:46
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MF
#10

Mark Fric

05.08.2020 09:42

Subject changed from (Dual) Momentum strategy generation feature to ETF rebalancing

renamed, it is basically ETF rebalancing type of strategies, it is planned.
k
#11

Karish

25.09.2020 10:30
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m
#12

Martin

24.11.2020 20:29
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MF
#13

Mark Fric

26.11.2020 10:51

Status changed from New to Archived

y
#14

ytu

12.06.2021 15:41
Voted for this task.
IN
#15

altenburg90

18.09.2021 13:18
Voted for this task.

Votes: +13

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