Strategy lab
Every strategy from 151 Trading Strategies and all 101 Formulaic Alphas as formulas you can edit and backtest on ten years of daily stocks, ETFs, futures, forex and crypto data. Free, in your browser.
16.5Real estateReference
Inflation hedging with real estate
Real estate income tends to adjust with inflation, commercial property faster than others.
Why there is no chart
Property returns and inflation data.
The lab runs on daily prices for stocks, ETFs, indexes, futures, currencies, crypto and Treasury yields. This strategy from 151 Trading Strategies depends on data outside that set, so it is explained and formalised here rather than backtested.
Hypothetical backtests on daily closes with no slippage unless you add costs. Survivorship bias applies: the stock list is today’s large caps. For learning, not investment advice. Data: Yahoo Finance via yfinance.
- Source
- 151 Trading Strategies
- Section
- 16.5 · Real estate
- Asset class
- Real estate
- In the lab
- Explained, not backtested
Inflation hedging with real estate (16.5)
Real estate income tends to adjust with inflation, commercial property faster than others.
Data it needs
Property returns and inflation data.
More in Real estate
- 16.2 Mixed-asset diversification with real estate
- 16.3 Intra-asset diversification within real estate
- 16.3.1 Property type diversification
- 16.3.2 Economic diversification
- 16.3.3 Property type and geographic diversification
- 16.4 Real estate momentum – regional approach
Source: Kakushadze, Z. and Serur, J. A. (2018). 151 Trading Strategies. Palgrave Macmillan. SSRN 3247865. Summaries are our own.