USD | Since 2020-01-17 | Icon Asset Management AG
ISIN | DE000A26RYQ0 |
Index Allocator | Icon Asset Management AG |
Index Currency | USD |
Index Administrator | LIXX |
Elias Nechachby CFA
MoSAIQ seeks to provide positive double digit average yearly returns with no negative year throughout market cycles.
MoSAIQ is a quantitative Strategy that seeks to systematically exploit investor behavioral biases using artificial intelligence and statistical modelling.
The Index replicates investments in stocks (mainly Nasdaq and S&P 500 components), index options, S&P 500 futures and VIX futures (each an "Index Component", through an automated systematic non-dicretionary approach and through a process driven option hedging strategy. The investment objective is to achieve long-term positive absolute returns in all market contexts while aiming at maximizing the Sharpe ratio. The Index will be rebalanced periodically.
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