Denver-based 361 Capital has launched a new managed futures index that offers a counter-trend equity strategy.
The 361 Capital Systematic Index was constructed using a quantitative model, based solely on broad equity markets, that identifies when to maintain long or short market exposure. The firm employs a proprietary approach that utilizes a combination of short- and medium-term trading signals to pinpoint entry and exit points on a daily basis.
The 361 Capital Systematic Index has more than ten years of back-tested data and verifiable performance since 2008. Index returns have a demonstrated low correlation to the S&P 500 Index, the Dow Jones Credit Suisse Managed Futures Index and the Barclays Capital U.S. Aggregate Bond Index.
Continue Reading for Free
Register and gain access to:
- Breaking benefits news and analysis, on-site and via our newsletters and custom alerts
- Educational webcasts, white papers, and ebooks from industry thought leaders
- Critical converage of the property casualty insurance and financial advisory markets on our other ALM sites, PropertyCasualty360 and ThinkAdvisor
Already have an account? Sign In Now
© 2024 ALM Global, LLC, All Rights Reserved. Request academic re-use from www.copyright.com. All other uses, submit a request to [email protected]. For more information visit Asset & Logo Licensing.
