NQ Sector Momentum

Definition

NQ Sector Momentum är en sektorrotationsstrategi i sektor-ETF:er med medellång horisont som syftar till att fånga rotationer mellan sektorer.

Purpose

Capturing rotations between sectors.

Key parameters

TypeSektorrotation
AssetsSector ETFs
HorizonMedium/long
Signal updateMonthly in model portfolio
Risk levelMedium–High

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)