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.
20InfrastructureReference
Infrastructure
Long-term buy-and-hold investment in transport, utilities, telecoms and social infrastructure, used to diversify, hedge inflation and generate stable cash flow.
Why there is no chart
Infrastructure asset or fund returns.
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
- 20 · Infrastructure
- Asset class
- Infrastructure
- In the lab
- Explained, not backtested
Infrastructure (20)
Long-term buy-and-hold investment in transport, utilities, telecoms and social infrastructure, used to diversify, hedge inflation and generate stable cash flow.
Data it needs
Infrastructure asset or fund returns.
Source: Kakushadze, Z. and Serur, J. A. (2018). 151 Trading Strategies. Palgrave Macmillan. SSRN 3247865. Summaries are our own.