Quantpicker

PORTFOLIO 1

Weight in AGGREGATE PORTFOLIO (%):

Stock-Picking (in June each year)

Universe:

Selection Factor:

Select Asset:

Rebalancing:

Frequency:

Weighting algorithm:

Momentum filter (in months):

One-way transaction cost (%):

PORTFOLIO 2

Weight in AGGREGATE PORTFOLIO ((%):

Stock-Picking (in June each year)

Universe:

Selection Factor:

Select Asset:

Rebalancing:

Frequency:

Weighting algorithm:

Momentum filter (in months):

One-way transaction cost (%):

PORTFOLIO 3

Weight in AGGREGATE PORTFOLIO (%):

Stock-Picking (in June each year)

Universe:

Selection Factor:

Select Asset:

Rebalancing:

Frequency:

Weighting algorithm:

Momentum filter (in months):

One-way transaction cost (%):

PORTFOLIO 4

Weight in AGGREGATE PORTFOLIO (%):

Stock-Picking (in June each year)

Universe:

Selection Factor:

Select Asset:

Rebalancing:

Frequency:

Weighting algorithm:

Momentum filter (in months):

One-way transaction cost (%):

sum of weights: 100% (100% required)

Equity Curve Selected Shares Stats Return Table Historical Shares Pseudo Code

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