{"id":2040031,"date":"2015-12-01T10:29:26","date_gmt":"2015-12-01T04:59:26","guid":{"rendered":"https:\/\/stockviz.biz\/index.php\/?p=2040031"},"modified":"2015-12-01T12:13:06","modified_gmt":"2015-12-01T06:43:06","slug":"theme-velocity-update-01-12-2015","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2015\/12\/01\/theme-velocity-update-01-12-2015\/","title":{"rendered":"Theme: Velocity Update 01.12.2015"},"content":{"rendered":"

Introduction<\/h3>\n

Our “absolute” momentum strategy is about three months old now and has put in some decent performance numbers. It will be interesting to see how this absolute-momentum strategy compares to relative-momentum over a longer time-frame.<\/p>\n

Performance Summary<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
<\/th>\nheld since<\/th>\nreturns (%)<\/th>\n<\/tr>\n<\/thead>\n
TATAELXSI<\/a><\/td>\n\n
2015-Sep-04<\/div>\n<\/td>\n
\n
+14.98<\/div>\n<\/td>\n<\/tr>\n
GAYAPROJ<\/a><\/td>\n\n
2015-Sep-04<\/div>\n<\/td>\n
\n
+88.74<\/div>\n<\/td>\n<\/tr>\n
GMBREW<\/a><\/td>\n\n
2015-Sep-04<\/div>\n<\/td>\n
\n
+129.97<\/div>\n<\/td>\n<\/tr>\n
SANGAMIND<\/a><\/td>\n\n
2015-Sep-04<\/div>\n<\/td>\n
\n
+25.82<\/div>\n<\/td>\n<\/tr>\n
RUSHIL<\/a><\/td>\n\n
2015-Sep-04<\/div>\n<\/td>\n
\n
+108.01<\/div>\n<\/td>\n<\/tr>\n
MIRZAINT<\/a><\/td>\n\n
2015-Sep-04<\/div>\n<\/td>\n
\n
+42.70<\/div>\n<\/td>\n<\/tr>\n
8KMILES<\/a><\/td>\n\n
2015-Oct-06<\/div>\n<\/td>\n
\n
+0.58<\/div>\n<\/td>\n<\/tr>\n
WELSPUNIND<\/a><\/td>\n\n
2015-Oct-06<\/div>\n<\/td>\n
\n
+1.45<\/div>\n<\/td>\n<\/tr>\n
DISHMAN<\/a><\/td>\n\n
2015-Oct-06<\/div>\n<\/td>\n
\n
-17.05<\/div>\n<\/td>\n<\/tr>\n
SRIPIPES<\/a><\/td>\n\n
2015-Oct-06<\/div>\n<\/td>\n
\n
-1.01<\/div>\n<\/td>\n<\/tr>\n
TAKE<\/a><\/td>\n\n
2015-Oct-06<\/div>\n<\/td>\n
\n
+21.04<\/div>\n<\/td>\n<\/tr>\n
NCLIND<\/a><\/td>\n\n
2015-Oct-06<\/div>\n<\/td>\n
\n
+45.22<\/div>\n<\/td>\n<\/tr>\n
LYKALABS<\/a><\/td>\n\n
2015-Oct-06<\/div>\n<\/td>\n
\n
+59.55<\/div>\n<\/td>\n<\/tr>\n
NAVINFLUOR<\/a><\/td>\n\n
2015-Nov-02<\/div>\n<\/td>\n
\n
+8.42<\/div>\n<\/td>\n<\/tr>\n
DEEPIND<\/a><\/td>\n\n
2015-Nov-02<\/div>\n<\/td>\n
\n
+6.78<\/div>\n<\/td>\n<\/tr>\n
PGEL<\/a><\/td>\n\n
2015-Nov-02<\/div>\n<\/td>\n
\n
-22.91<\/div>\n<\/td>\n<\/tr>\n
AEGISCHEM<\/a><\/td>\n\n
2015-Nov-02<\/div>\n<\/td>\n
\n
+7.13<\/div>\n<\/td>\n<\/tr>\n
MADHUCON<\/a><\/td>\n\n
2015-Nov-02<\/div>\n<\/td>\n
\n
+2.36<\/div>\n<\/td>\n<\/tr>\n
EMMBI<\/a><\/td>\n\n
2015-Nov-02<\/div>\n<\/td>\n
\n
+55.79<\/div>\n<\/td>\n<\/tr>\n
IZMO<\/a><\/td>\n\n
2015-Nov-02<\/div>\n<\/td>\n
\n
+36.50<\/div>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
Since the last rebalance on 2015-Nov-02 till 2015-Nov-30, this strategy has returned +9.22%<\/strong>\n<\/div>\n<\/div>\n

You can find more details about the Velocity Theme here<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"

Introduction Our “absolute” momentum strategy is about three months old now and has put in some decent performance numbers. It will be interesting to see how this absolute-momentum strategy compares to relative-momentum over a longer time-frame. Performance Summary held since returns (%) TATAELXSI 2015-Sep-04 +14.98 GAYAPROJ 2015-Sep-04 +88.74 GMBREW 2015-Sep-04 +129.97 SANGAMIND 2015-Sep-04 +25.82 RUSHIL … <\/p>\n","protected":false},"author":3,"featured_media":2040101,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[2541,3591],"class_list":["post-2040031","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-your-money","tag-theme","tag-velocity","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2040031","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2040031"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2040031\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2040101"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2040031"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2040031"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2040031"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}