|

IndChainFndArb CL-BZ (II)

Strategy Performance
Ann. Ret.

5.86%

Sharpe R.

2.19

YTD Ret.

11.84%

Max DD.

2.69%

NAV

1.1184

RFR

11.84%

About The Strategy
Invest Asset(s): WTI Crude Oil Future Contract(CLmain) and Brent Crude Oil Cash Future Contract(BZmain)
Strategy Type: arbitrage/fndarb/indchainfndarb/
Strategy Conception: Based on the relationship between different assets in the industry chain, find stable future-contract pairs, long one asset while shorting another when their relationship deviates from the norm.
Strategy Attributes: MAXE AI IndChainFndArb CL-BZ (II) uses self-developed Tailored Arbitrage Rule-Based model, combined with the relationships of industry chains, to accurately and timely establish and adjust positions, enable investors to seize the arbitrage opportunities when assets deviates from normal relationships.
Enterprise API
You Just Hit The Jackpot!
Install MAXE for the special offer
7-day Free Trial
Pro
$29.9
$0
Ask AI
1Query/Week
AI portfolio updates
Big shots choice
Real-time data for global assets
You Just Hit The Jackpot!
Install MAXE for the special offer
7-day Free Trial