QAI is a fund-of-funds that uses a mash-up of hedge fund replication sub-indexes to emulate the returns of a multi-strategy fund-of-funds. Each sub-index: global macro, long short, and fixed-income arbitrage, market neutral, event-driven, and emerging markets contains liquid securities (mostly ETFs) selected and weighted using regression and other quant techniques to approximate the returns of a particular hedge fund strategy. The resulting basket is typically dominated by long fixed-income positions, and long equity positions. As a result, QAI's performance often shows correlation with its major asset classes, and low variability of returns.
公司网站 :
https://www.nylinvestments.com/IQetfs/etfs/IQ-Hedge-Multi-Strategy-Tracker-ETF
总经理:-
建立时间:2009
公司总部:IQ Hedge MultiIQ Hedge Multi-Strategy Tracker ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds