Hi everyone,
The IQ Hedge Multi-Strategy Index (ticker: QAI) is the most liquid alternative ETF on the market. For a larger project, I'm attempting to reproduce this ETF in Q. It's quantitative rule based methodology is laid out here:
https://www.nylinvestments.com/public_files/iqetfs/pdf/methodology/iqhgms-iiqhedgeiqindexes.pdf
I'd like to invest directly in QAI's components. If anyone has produced an alternative style algo I'd love to see it! Any tips or cracks at this would be greatly appreciated!