iQ Portfolio Details
The iQ S&P 500 Portfolio is a diversified collection of intraday trading strategies designed for the most liquid futures index, the S&P 500 emini. The strategies were developed between 2010 and 2018 and are being offered publicly as a portfolio of strategies for the first time in 2020. Due to the intraday design of the strategies, there is no overnight risk, all trades are closed by the end of the session. The strategies use two main methodologies, mean-reversion, and momentum. They will trade both long and short positions which allows them to take advantage of bullish and bearish markets. To help achieve the level of diversification we desire we enlist various inputs for the strategies that include alternative data, technical patterns, volatility, and seasonal events.