NQ Volatility & Quality

Definition

NQ Volatility & Quality is a stock portfolio for the US with a focus on quality companies with low volatility and a positive trend.

Purpose

To create stable growth by investing in quality companies with strong balance sheets, low volatility and positive trends with the US as the investment universe.

Method

Filters out companies with low volatility and high quality fundamentals that also show high quality trends.

Key parameters

Universe	US
Type	Focus on stable companies with high quality
Signal update	Monthly
Rebalancing	Monthly
Stop loss	The best
Position size	Volatility-adjusted
Activity level	Lower (compared to other model portfolios)

Historical development

See current developments and comparison with other model portfolios →

Peer-reviewed

Research by Erik Hansén (CFTe) and Jens Lennen (AFA, CIIA)