Asset Types:
LongStatArb NQ (IV)
Asset:
fut
Annualized Return:
15.02
Sharpe Ratio:
3.98
Current Netvalue:
1.3156
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:
16.76
Sharpe Ratio:
12.99
Current Netvalue:
1.3558
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:
10.58
Sharpe Ratio:
3.96
Current Netvalue:
1.2179
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:
14.9
Sharpe Ratio:
10.92
Current Netvalue:
1.1708
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:
18.85
Sharpe Ratio:
3.97
Current Netvalue:
1.1611
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:
13.67
Sharpe Ratio:
12.54
Current Netvalue:
1.1565
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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