NQ Hybrid Allocation

Definition

NQ Hybrid Allocation is an ETF portfolio that adjusts exposure to the market's risk climate and invests in the strongest assets.

Purpose

To adapt exposure to the market's risk climate and invest in the strongest assets.

Method

The portfolio is based on NeuroQuant's NQ Hybrid Select strategy — a systematic multi-asset strategy that is neither a pure passive all-weather portfolio nor an aggressive pure momentum strategy, but a combination of both. Up to four holdings are selected each month based on the strongest assets.

Key parameters

Historical development

See current developments and comparison with other model portfolios →

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)

← Back to the knowledge base