Asset Types:
LongStatArb NQ (IV)
Asset:
fut
Annualized Return:
10.65
Sharpe Ratio:
14.04
Current Netvalue:
1.1281
MAXE AI LongStatArb NQ (IV) 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.
LongStatArb NQ (III)
Asset:
fut
Annualized Return:
12.75
Sharpe Ratio:
14.88
Current Netvalue:
1.1536
MAXE AI LongStatArb NQ (III) 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.
LongStatArb ES (II)
Asset:
fut
Annualized Return:
8.3
Sharpe Ratio:
13.06
Current Netvalue:
1.0996
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.
ShortStatArb NQ (IV)
Asset:
fut
Annualized Return:
19.84
Sharpe Ratio:
13.95
Current Netvalue:
1.2405
MAXE AI ShortStatArb NQ (IV) 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.
ShortStatArb NG (III)
Asset:
fut
Annualized Return:
-21.59
Sharpe Ratio:
-1.42
Current Netvalue:
0.8219
MAXE AI ShortStatArb NG (III) 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.
ShortStatArb ES (II)
Asset:
fut
Annualized Return:
16.81
Sharpe Ratio:
15.48
Current Netvalue:
1.2032
MAXE AI ShortStatArb 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.
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