Index description

QAlpha LS ETFs/Futures, is a diversified quantitative systematic and fully automated strategy taking positions in all major asset classes: Equity, Interest rates, Commodities, Foreign exchange and Volatility.
The strategy aims to capture global trends across asset classes, diversified with relative value strategies aiming to capture pair and cross sectional mean reversion across highly correlated instruments such as Equity indices and Interest rates. Residual correlation to managed futures benchmarks is reduced by partially hedging the strategy with a replication of classical CTA indices. The strategy is hedged with a long only volatility tail risk protection strategy