On Saturday February 11, 2017 the QuantTrader Community of Logical Invest hosted their first interactive Webinar to explore the functionalities of the software and exchange on tips for building and backtesting high-performing ETF rotation momentum strategies for retirement and savings accounts.
Background of QUANTtrader
QUANTtrader is a swiss-made software tool used to develop, backtest and implement rules-based ETF Rotation investment strategies. Since it is built by a trader and long-time investor rather than by a developer, QuantTrader’s main strength is in building medium to long term investment portfolios that are diverse, adaptive and can control risk. All this without writing a single line of code.
The software comes per-populated with all strategies currently run by Logical Invest. These are strategies that have been successfully running “live” for 1-3 years as of February 2017, so you can actually track past performance. You can customize, tweak existing or build your own strategies.
Live Recording of the Session – 2 hours in-depth review on ETF Rotation Momentum Strategies
- How to get started? File Management & Main functionalities
- Benefit of QuantTrader Dynamic Allocation vs. Online Portfolio Builder Markowitz Modern Portfolio Theory
- Ranking Algorithms and Strategy Parameters
- Optimization routine and how to avoid over optimization
- Extending backtests with synthetic tickers
- Consideration for combining strategies into MetaStrategies
- Showing off – Some of the best strategies and portfolios so far
Free 30 days trial – Try it out now!
Interested in giving it a try? Build your own high performing Portfolio for savings or retirement account, most IRA and 401k plans are supported.
No credit card or PayPal needed, register now. To learn more about building your ETF Rotation Momentum strategy with QuantTrader see here.
A good fit for Advisors and money managers using ETF Rotation Momentum Strategies
In many ways, QT is a good fit for Advisors and portfolio managers. Given a client’s 401k account, the advisor can input a basket of available instruments (as long as these instruments are listed in Yahoo finance) and QuantTrader can create rules-based ETF Rotation Momentum strategies and instantly show hypothetical past performance. These intelligent portfolios that are rules-based are easy to visualize and explain to a client and even easier to implement.
The algorithms behind QuantTrader are rotational in nature. By analyzing performance, volatility and cross-correlations of the assets in the initial basket, QT can pick the top X assets each month that performed best, were less volatile, were least correlated or a combination of the above. For the quants in the room, QT can create a minimum volatility allocation portfolio, a max-sharpe allocation, a pure momentum allocation and everything in-between. There are ways to manage volatility risk as well as mix momentum and mean reversion criteria.
Easily allocate across multiple strategies
The amazing simplicity and strength of QuantTrader comes in it’s ability to create “Meta-Strategies” of ETF Rotation Momentum Strategies. Those are strategies of strategies. So if a user creates momentumA, reversionB and minVolatilityC ETF Rotation Momentum strategies, these become available as revenue streams or “ETFs”. So one can load them as the initial assets and run a new strategy that it will allocate across the three strategies every month. For example 10% momentumA, 30% reversionB and 60%minVolatilityC.