Multi-Asset Model
The strategy for everyone
 


Investment Model


This
quantitative multi-asset model is the result of my thesis from 2005. 

I backtested the model for a period of 10 years from 1995 until 2005. Even

in the last challenging years as 2008 the model achieved positive results.

I am just tracking eight indices. It is also possible to use additional indices

for equities, bonds, currencies or commodities.


Asset Allocation January 2012  (next update on 1 February 2012)


Current Asset Allocation as PDF

Currently the most important position:
German Bonds


Signals during the time of the last financial crisis


Presentation 2008 Dec

Presentation 2008 Nov

Presentation 2008 Oct

Presentation 2008 Sep

Presentation 2008 Aug

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