Asset Types:
MidStatArb NQ (VIII)
Asset:
fut
Annualized Return:
20.09
Sharpe Ratio:
12.34
Current Netvalue:
1.4183
MAXE AI MidStatArb NQ (VIII) uses self-developed Tailored Arbitrage Rule-Based model, combined with the statistical characteristics of NQ100 Index Nearby and Forward Future Contract(NQ) price, to accurately and timely establish and adjust positions, enable investors to seize the arbitrage opportunities when assets deviates from normal relationships.
MidStatArb NQ (VII)
Asset:
fut
Annualized Return:
22.93
Sharpe Ratio:
13.88
Current Netvalue:
1.4831
MAXE AI MidStatArb NQ (VII) uses self-developed Tailored Arbitrage Rule-Based model, combined with the statistical characteristics of NQ100 Index Nearby and Forward Future Contract(NQ) price, to accurately and timely establish and adjust positions, enable investors to seize the arbitrage opportunities when assets deviates from normal relationships.
MidStatArb NG (VI)
Asset:
fut
Annualized Return:
14.4
Sharpe Ratio:
2.72
Current Netvalue:
1.1526
MAXE AI MidStatArb NG (VI) uses self-developed Tailored Arbitrage Rule-Based model, combined with the statistical characteristics of Natural Gas Nearby and Forward Future Contract(NG) price, to accurately and timely establish and adjust positions, enable investors to seize the arbitrage opportunities when assets deviates from normal relationships.
MidStatArb NG (V)
Asset:
fut
Annualized Return:
12.9
Sharpe Ratio:
2.4
Current Netvalue:
1.1366
MAXE AI MidStatArb NG (V) uses self-developed Tailored Arbitrage Rule-Based model, combined with the statistical characteristics of Natural Gas Nearby and Forward Future Contract(NG) price, to accurately and timely establish and adjust positions, enable investors to seize the arbitrage opportunities when assets deviates from normal relationships.
CalSprFndArb NG (IV)
Asset:
fut
Annualized Return:
2.39
Sharpe Ratio:
0.35
Current Netvalue:
1.0253
MAXE AI CalSprFndArb NG (IV) uses self-developed Tailored Arbitrage Rule-Based model, combined with the Term Structure, to accurately and timely establish and adjust positions, enable investors to seize the arbitrage opportunities when assets deviates from normal relationships.
CalSprFndArb NG (III)
Asset:
fut
Annualized Return:
2.62
Sharpe Ratio:
0.48
Current Netvalue:
1.0277
MAXE AI CalSprFndArb NG (III) uses self-developed Tailored Arbitrage Rule-Based model, combined with the Term Structure, to accurately and timely establish and adjust positions, enable investors to seize the arbitrage opportunities when assets deviates from normal relationships.
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