Strategy: Nasdaq 100 Strategy

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This topic contains 69 replies, has 24 voices, and was last updated by  R D HATHCOCK 3 months, 2 weeks ago.

Viewing 15 posts - 46 through 60 (of 70 total)
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  • #41446

    M Yos
    Participant

    Hi, I noticed a difference between allocations in “allocations as of today” windows in QuantTrader and the middle colored graph between the 2 chart. For example, when I moved cursor to today’s date on the graph for Nasdaq 100 it shows a ranking of CSX, LRCX, MU and WDC. While in the allocation as of today it listed APPL, CSX, LRCX and WDC. It happened in different strategies. If I need to rebalance at certain date which allocations are the right ones?

    #42777

    Alexander Horn
    Keymaster

    Think we have addressed this in another thread, but just as clarification here again:

    The allocations shown as popup when hovering over the chart are the historical allocations up to that date. The new – or future allocations from the last day shown in the chart are shown in the bluish box at the left of the backtest window. Will make this eadier to read in future QT version.

    #51315

    Lanemc
    Participant

    Regarding the NASDAQ Strategies, I’m getting a little lost. In Quanttrader, you have the NASDAQ 100 Hedged. On the web site in the members area, you have the NASDAQ 100 Top Rotation Strategy and in the Solutions section, you have the NASDAQ 100 Meta strategy. I think a little clarification is in order.

    Also, is the Meta strategy going to be made available in the Quanttrader software?

    #51324

    Alexander Horn
    Keymaster

    Thanks for the comment, indeed the different naming is confusing – but it’s all one single strategy: Selecting the Top 4 from Nasdaq 100 and adding a hedge component.

    The signals on the website are the same as from the “Nasdaq 100 Hedged” in QuantTrader”, where you can also see the unhedged “Nasdaq 100” sub-strategy. Will clean up the naming and descriptions as suggested.

    #56612

    Howard
    Participant

    I can’t invest in single name stocks but I can do ETFs. Given how well this strategy performs over time, it really is a shame I can’t use this strategy in my portfolio. I considered whether I should just substitute QQQ with the top 4-5 stocks selected by the NASDAQ100 algorithm, but when looking at the unhedged performance of the strategy vs QQQ, the strategy beats the index by a good margin. Do you have any other suggestion for my case?

    In addition, do you have any other suggestion on how I could optimize a portfolio without this strategy? I played around with the portfolio optimization tool but it doesn’t allow me to optimize with a return in mind and I ended up only getting results with just one strategy. The result doesn’t look correct.

    #56622

    Vangelis
    Keymaster

    Dear Howard,

    I had a similar problem when trying to incorporate the N100 strategy with other strategies for a smaller account. I would end up with too many ETF/Stocks since n100 by itself added 4 extra stocks. So I created a similar strategy using QLD and TMF. This came closer to the N100 performance albeit with increased risk.
    In my case that was ok since I run this strategy in conjunction with other ones and I kept it capped it to a smaller percentage of the overall portfolio.
    Of course it all comes down to what you are looking for, how you combine it with our other strategies and how much risk you can take.

    For you second question, you can play around with the optimizer tool but to create more precise strategies/portfolios with target risk/return profiles you may need to try QuantTrader.

    #56627

    Howard
    Participant

    Dear Vangelis,

    Essentially, I am trying to recreate a different version of the Aggressive Strategy or one with similar return / risk characteristics / diversification by keeping some form of the Nasdaq strategy which is a big component of that strategy. Currently, I can only do that by completely excluding the Nasdaq100 when I construct a portfolio using Portfolio Builder, but my allocation to the 3xUIS would be too high and the portfolio is too volatile. Hence, I am wondering whether I can modify the current nasdaq100 strategy to use ETFs only. My limitation is I cannot buy single name stocks, but I can do ETFs. Have you done any analysis on how your QLD + TMF strategy does vs N100 strategy? How should I go about creating a QLD + TMF strategy myself? I am a current subscriber of all strategies.

    Regards,
    Howard

    #56764

    Vangelis
    Keymaster

    Howard,
    Sorry about the delayed response. We now have some new core portfolios that may be of help.
    These will use only ETFs, no single stocks:
    https://logical-invest.com/app/strategy.php?symbol=Conservative401
    https://logical-invest.com/app/strategy.php?symbol=Moderate401
    https://logical-invest.com/app/strategy.php?symbol=Aggressive401

    What you may find to be a problem, though, is that they exclude N100 and the new Dow 30 strategy.
    The only way to create and test a QLD+TMF (or QQQ + TLT, etc) is to use QuantTrader. You can easily try QT for a month free but you will need to put some time to go through the basic tutorial and learn how it all works.

    #56766

    Howard
    Participant

    Hey Vangelis, thanks for replying. Merry x’mas and happy holidays to you and to the team! I’ll pkay around with QT.

    On a side note, do you guys do managed accounts for non-US people? I know you do for US folks.

    Feel free to message or email me directly. I can contact you directly regarding my case and the specific restrictions I have. Thanks!

    #56773

    Vangelis
    Keymaster

    Thank you, Howard. Marry Christmas to you!
    Yes, we can do managed accounts for international (non-U.S.) clients.

    #56787

    Supal Patel
    Participant

    ESRX to CI merger –

    Am I missing something here? I entered ESRX around 96$ per share. I purchased 83 shares of ESRX. Currently after ESRX to CI (Cigna) merge, I got assigned 19 shares of Signa.

    Is this correct? I lost almost 4600$ (more than 50%) in this conversion. Did others also got similar losses?

    #56788

    maartenb
    Participant

    You should have received $4046 + cash for fractional shares as well. According to StreetInsider.com: “The merger consideration will consist of $48.75 in cash and 0.2434 shares of stock of the combined company per Express Scripts share.”

    #57154

    Anthony Yoder
    Participant

    I’m a bit confused given the new interface.
    Current tickers “as of 2018-12-01” are not what they were at the beginning of December.
    Are the current picks (showing today, 12/31/2018) the actual new picks for January ’19?

    #57157

    Alexander Horn
    Keymaster

    Hi Anthony,

    no, these are not yet the Jan allocations, sorry for the confusion. See this thread for more details: https://logical-invest.com/forums/topic/nasdaq100-dec-18-update-performance-issue/#post-57151 and this post re the changes for 2019: https://logical-invest.com/strategy-changes-for-2019/

    #59933

    R D HATHCOCK
    Participant

    I noticed that with QT 515S, the Nas100 reverted from high volatility to low volatility back to the beginning of February. Per the original allocation on 2/1, I am holding AVGO, SBUX, XLNX and WDAY; this is saying I should have been be holding AAPL, CTXS, FOXA and PAYX. Please explain, thanks.

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