Deepscope’s Momentum AI Quant Algo for US market produces great return.
29 May 2021 | 136
Our Momentum AI Quant Algo for US market is mature enough. It is easy to operate by just rebalancing the portfolio every 2-weeks (reselect the whole 10 positions with equal-weigh). And as the rebalance round is quite short, the profit will be multiplied up quickly.
We have been testing it with real portfolio money and the operational result looks good. +6.2% gain was the result from the recent rebalance round. Yes, it had both the good and bad round but we expect a good win rate from it (based on the back test). In the next post, we will update you more on the sequential result of this algo.