INDEX TRADER LONG/SHORT.

INDEX TRADER LONG/SHORT Strategy

PERF_INDEX TRADER LONG/SHORT

Click to view independent third-party verification by TimerTrac.  Note: Strategy began actual trading Jan 1st 2019


CONCEPT

INDEX TRADER LONG/SHORT is a quantitatively based trading strategy designed to profit from daily movements in the broad based US stock indexes by engaging in dynamic position and allocation shifts in the S&P 500, Nasdaq 100, and the Russell 2000 Indexes. It can take long or inverse positions.

The strategy is comprised of a large number of sub-models that generate a single 'Position Score'. Factors that go into the Position Score include 'risk-on/risk-off' factors, trend factors, fundamental factors, and mean reversion factors.


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