|

LongStatArb ES (II)

Strategy Performance
Ann. Ret.

11.02%

Sharpe R.

12.26

YTD Ret.

8.24%

Max DD.

0.07%

NAV

1.165

RFR

16.5%

About The Strategy
Invest Asset(s): S&P 500 Index Nearby and Forward Future Contract (ES)
Strategy Type: arbitrage/statarb/longstatarb/
Strategy Conception: Based on the stable statistical relationship between different asset prices, such as the normal distribution of spreads, long or short the spread when it deviates from the norm.
Strategy Attributes: MAXE AI LongStatArb ES (II) uses self-developed Tailored Arbitrage Rule-Based model, combined with the statistical characteristics of S&P 500 Index Nearby and Forward Future Contract(ES) price, 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