Index description

QAlpha TAA is a quantitative systematic and fully automated long only strategy adjusting allocations between Equity and Interest rates instruments depending on market conditions and the perceived idi-osyncratic risk on/risk off environment.
QAlpha TAA uses multiple and different models that take into account absolute and relative momentum between instruments, as well as correlations and risk to determine the optimal allocation.
The strategy trades major US Equity indices and mid to long term US bonds.
The portfolio is hedged with a long volatility tail risk hedge, and an Equity downside protection strategy