Topic
Description for "P Momentum Scoring Factor ETFs Momentum Value Low Volatility Quality"
Where can i get the strategy description for "P Momentum Scoring Factor ETFs Momentum Value Low Volatility Quality"?
rptrader1 asked · 08/26/2020
- #1
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Hi, this portfolio was probably used for illustration in a newsletter. As an expert user, you can look at its settings that indicates it uses the four factor ETFs without any other bond ETF or cash. It uses 'Momentum Scoring' so it's really just ranks among the four ETFs and chooses the top ranking one every month to invest. There is no going to cash or bond part.Admin · 08/26/2020 13:47:15
- #2
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Thanks.rptrader1 · 08/27/2020 10:47:27
1. I know that it uses USMV, MTUM, and QUAL. What is the ETF for Value?
2. How do u calculate the "momentum ranking"?
- #3
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Click on 'Customize a New Portfolio' and you will find the parameters as follows. As on the ranking, we use something similar to that used in our TAA: a variation of scores calculated using 1, 3, 6 and 12 months total returns.Admin · 08/27/2020 12:50:50
- #4
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Not sure the picture got pasted. as for 1, Value ETF is VTVAdmin · 08/27/2020 12:51:59
- #5
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Thanks very muchrptrader1 · 08/27/2020 14:21:25
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