NQ Pure Momentum OMX

Definition

NQ Pure Momentum OMX is a focused momentum strategy on Swedish stocks with a medium-long horizon that aims to follow the market's strongest trends.

Purpose

To ride the market's clearest trends over medium-long periods.

Method

A focused strategy based entirely on price strength. The stocks with the strongest momentum, adjusted for volatility, are selected – without regard to fundamental factors.

Key parameters

TypeMomentum
AssetsShares
HorizonMedium
Selection criterionPrice strength adjusted for volatility
Fundamental factorsNot considered

Peer-reviewed

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

Read more about Erik and Jens →

Developed by Erik Hansén (CFTe), NeuroQuant (NQ NeuroQuant AB)

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