OAIA tracks an index that provides exposure to between one to nine exchange-traded agricultural commodities through a market neutral strategy. The fund determines inclusion and weight of the component futures contracts based on signals generated daily by a proprietary quantitative model. The model combines micro- and macro-features to analyse the underlying commodities and the overall commodities market, as well as portfolio metrics analysis to determine allocation. The decision to enter an allocation is based on a positive daily asset allocation signal generated by either the long or the short asset allocation model. The index may allocate up to 100% short, up to 100% long, or up to 100% cash at any given time based on the model prediction. The exposure is held using a Cayman Island subsidiary. The component contracts are rebalanced and reconstituted each day on which the respective exchanges are open.
公司网站 :
http://www.teucrium.com/etfs/oaia
总经理:-
建立时间:2022
公司总部:Listed Funds Trust Teucrium AiLA Long-Short Agriculture Strategy ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds