Strategy: Nasdaq 100 Strategy

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This topic contains 66 replies, has 24 voices, and was last updated by  billcantour 2 weeks, 6 days ago.

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  • #59934

    R D HATHCOCK
    Participant

    That listing starting with AAPL was from the QT run this morning. The website lists CELG, HAS, and WTLW along with FOXA. In both cases, the strategy switched from leaders to low volatility.

    #59946

    Alexander Horn
    Keymaster

    Hello RD,

    we were doing some tests with the new QuantTrader release which incorporates some new features and data source. See details here: https://logical-invest.com/quanttrader515s/

    We will publish the new signals until tomorrow morning, the allocations have been updated as before until you see the March signals.

    Best,
    Alex

    #60035

    John Bolton
    Participant

    Hello, Alex

    What happend with NAS100 strategy on the website? Now it looks more agressive, with more CAGR, volatylity an maxDD.

    For example, one week ago I made a portfolio
    BRS 10.0%
    MST3 30.0%
    GSRS 23.0%
    NAS100 25.0%
    USSECT 12.0%

    This portfolio since 2006:
    One week ago: CAGR 18%, maxDD 9%.
    Today: CAGR 21%, maxDD 19%

    #60198

    Alexander Horn
    Keymaster

    Good morning John,

    indeed there is a change, see here for details as announced in todays newsletter: https://logical-invest.com/quanttrader515s/

    We changed the way QuatTrader handles the mean-reversion part of the strategy, this most importantly impacts Nasdaq. With the new calculation we better exclude stocks which have sudden jumps for example due to merger or acquisition announcements, and on the other hand do not penalize stocks which short-term under-perform but then revert to the mean.

    #60292

    billcantour
    Participant

    Is it still possible to subscribe to only NAS100? I can’t seem to find that option.

    #60319

    Vangelis
    Keymaster

    Unfortunately, we do not support single strategy subscriptions any more. This was done so we freely develop and implement and make new strategies available to our Portfolios without the administrative overhead. We offer Core portfolios, All-strategies, QuantTrader subscriptions as well as a few free porfolios (PP, US Sector, BUG). https://logical-invest.com/app/subscribe

    #60356

    billcantour
    Participant

    Thank you. I will look deeper into this.

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