MSVX pursues its objective by estimating the direction of the US equity market. Based on these estimates, the funds manager will take long or short positions in the S&P 500 Index and CBOE Volatility Index futures and options. The strategy relies on proprietary statistical models to quantify market risk by comparing 30-day and 90-day implied volatility indexes and VIX futures. Daily net portfolio exposure to the S&P 500 Index and/or the VIX Index will be long or short, or in cash. The exposure will be based on estimates for the direction and strength of discretionary market signals.
公司网站 :
https://www.lhafunds.com/msvx
总经理:-
建立时间:2020
公司总部:LHA Market State Alpha Seeker ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds