Index description

The Index replicates investments in Stocks, Forex, Futures, Bonds and options (each an "Index Com-ponent"), through currently 20+ automated systematic non-discretionary approaches. The index de-ploys automated trading strategies, where through a portfolio of strategies it can trade in many different financial instruments, such as Forex, Futures, Bonds and Options. Markets that are currently trad-ed are Financial Futures and Forex worldwide. The strategies within the index follow quantitative principles; among them trends, break outs, momentum, mean reverse and ranking.  A process driven Options Strategy with discretionary execution capabilities for hedging purposes could be added at the managers discretion.