ETF Strategy Country selection with HOLT® and ETFs (Credit Suisse)

April 2014

KEYWORDS: Quantitative, Asia Pacific, HOLT Country Ranking Model, ETF, South Africa, Italy, Japan, Taiwan, Canada, Hong Kong, Switzerland, United States, South Korea, Germany, hedge funds, alternative investment

Authors:

Victor Lin

Organizations:
  • Credit Suisse

Summary:
  • Using the HOLT® Country Ranking Model, we select 10 country ETFs to implement our favored country selection strategy.
  • This month our model ETF portfolio has a long position in: South Africa (EZA), Italy (EWI), Japan (DXJ), Taiwan (EWT), Canada (EWC), Hong Kong (EWH), Switzerland (EWL), the U.S. (VTI), Korea (EWY), and Germany (EWG).

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