iQ-FOXX Index Workflow Process

iQ-FOXX Index Workflow

Untitled Document
Selection of influencing factors for an underlying market
INFLUENCING VARIABLES
Macroeconomic variables
CONSUMER CONFIDENCE
UNEMPLOYMENT
BUSINESS CLIMATE
STATE OF ECONOMY
INFLATION
Fundamental variables
YIELD CURVE SHIFT RISK
CURRENCY RISK
MARKET RISK
COMMODITY RISK
SENTIMENT
Technical variables
TREND
VOLATILITY
PSYCHOLOGY
MONEY FLOW
STOCHASTIC
Multivariate Regression Forecast Univariate Rules-based Forecast Technical Forecast
Quantifying the quality of the selected influencing variables and calculation of iQ-FOXX Forecast Indicators
Market Phases Forecast Indicator Transition Forecast Indicator Market Neutral Indicator Market Direction Forecat Indicator I Market Direction Forecast Indicator II Market Direction Forecast Indicator III Leverage Forecast Indicator
Rules-based aggregation of the iQ-FOXX Forecast Indicators to a Forecat Signal
Market Phase
TRENDING-UP
Market Phase Forecast Indicator = +1
TRENDING-DOWN
Market Phase Forecast Indicator = -1
SIDEWAY
Market Phase Indicator = 0
Transition
NO
Transition Forecast Indicator = 0
NO
Transition Forecast Indicator = 0
YES
Transition Forecast Indicator = +1
Risk
LESS RISKY
Market Neutral Forecast Indicator = 0
LESS RISKY
Market Neutral Forecast Indicator = 0
LESS RISKY
Market Neutral Forecast Indicator = 0
TO RISKY
Market Neutral Forecast Indicator = +1
Forecast
Market Direction Forecast Indicator I
Market Direction Forecast Indicator II
Market Direction Forecast Indicator III Market Direction Forecast Indicator III
Leverage
YES
Leverage Forecast Indicator = +1.5 or +2
NO
Leverage Forecast Indicator = -1
NO
Leverage Forecast Indicators does not apply
NO
Leverage Forecast Indicators does not apply
Exposure
-100% 0%
+100%
+150%
+200%
-100% 0% +100%
-100% 0% +100%
0%

  • »T.S. Eliot "A tradition without intelligence is not worth having."
  • »Thomas H. Huxley "The great tragedy of Science - the slaying of a beautiful hypothesis by an ugly fact."
  • »Alfred Adler "It is easier to fight for one’s principles than to live up to them."
  • »Thomas Jefferson "I'm a great believer in luck, and I find the harder I work the more I have of it."
  • »Nikita Khrushchev "If you live among wolves you have to act like a wolf."
  • »Havelock Ellis "Imagination is a poor substitute for experience."
  • »Woodrow Wilson "I not only use all the brains that I have, but all that I can borrow."
  • »Alexander Pope “The most positive men are the most credulous”
  • »Benjamin Disraeli "There are three kinds of lies: lies, damned lies, and statistics."
  • »Diane Von Furstenberg "Life is a risk."
  • »Sir Winston Churchill "Everyone has his day and some days last longer than others."
  • »Andre Gide "It is better to be hated for what you are than to be loved for what you are not."
  • »Lauren Bacall "Imagination is the highest kite one can fly."
  • »Napoleon Bonaparte “There are two levers for moving men – interest and fear”
  • »Heywood Broun "Posterity is as likely to be wrong as anyone else."
  • »Erica Jong "Advice is what we ask for when we already know the answer but wish we didn't."
  • »Billie Jean King "Champions keep playing until they get it right."
  • »Anais Nin "We don't see things as they are, we see things as we are."
  • »Henry Wadsworth Longfello "It takes less time to do a thing right than it does to explain why you did it wrong."
  • »Theodor Seuss Geisel "Don't cry because it's over. Smile because it happened."
  • »Jean Piaget "Equilibrium is the profoundest tendency of all human activity."
  • »Amy Tan "If you can't change your destiny, change your attitude."
  • »Madeleine L'Engle "The great thing about getting older is that you don't lose all the other ages you've been."
  • »Alexander Pope "Some praise at morning what they blame at night."
  • »William Shakespeare "You must take your chance."
  • »Dobie Smith "Noble deeds and hot baths are the best cure for depression."
  • »Queen Victoria "We are not interested in the possibilities of defeat."
  • »Arthur Schopenhauer "Talent hits a target no one else can hit; Genius hits a target no one else can see."
  • »Charlie Chaplin "The saddest thing I can imagine is to get used to luxury."
  • »Eugene O'Neill "Man's loneliness is but his fear of life."
  • »Jean Houston "We all have the extraordinary coded within us, waiting to be released."
  • »Aristotle "Pleasure in the job puts perfection in the work."
  • »Saint Augustine "Patience is the companion of wisdom."
  • »Dr. Samuel Johnson "Love is the wisdom of the fool and the folly of the wise."
  • »Kobi Yamada "Follow your dreams. They know the way."
  • »John D. MacDonald „Friendships, like marriage, depend on avoiding the unforgiveable“
  • »Sophocles "How dreadful it is when the right judge judges wrong."
  • »Elizabeth Barrett Brownin "Measure not the work until the day's out and the labor done."
  • »Chamfort "The most wasted day of all is that on which we have not laughed."
  • »Richard Branson "Business opportunities are like buses; there’s always another one coming."
  • »Charles Darrow "Every child ought to be more intelligent than his parents."
  • »Constantine Peter Cavafy "You must pray that the way be long, full of adventures and experiences."
  • »Winston Churchill "A fanatic is one who can't change his mind and won't change the subject."
  • »George Bernard Shaw "When a thing is funny, search it carefully for a hidden truth."
  • »Moliere "One should eat to live, not live to eat."
  • »Mark Twain "You can't depend on your eyes when your imagination is out of focus."
  • »Baltasar Gracian "Exaggeration is a department of lying."
  • »Arthur C. Clarke "Any sufficiently advanced technology is indistinguishable from magic."
  • »Mary Kay Ash "If you think you can, you can. And if you think you can't, you're right."
  • »Thomas Jones "Friends may come and go, but enemies accumulate."
  • »Steve Wozniak "Never trust a computer you can't throw out the window."
  • »Ralph Hodgson “Some things have to be believed to be seen”
  • »Henry Miller "One's destination is never a place but rather a new way of looking at things."
  • »Benjamin Franklin "Speak little, do much."
  • »Julius Caesar "People readily believe what they want to believe."
  • »Samuel Johnson "Do not accustom yourself to use big words for little matters."
  • »Joseph Joubert "The direction of the mind is more important than its progress."
  • »Robert Louis Stevenson "No man is useless while he has a friend."
  • »Orisen Swett Marden "All men who have achieved great things have been great dreamers."
  • »Jimi Hendrix "Knowledge speaks, but wisdom listens."
  • »Izaak Walton "No man can lose what he never had."
  • »George Bernard Shaw "Lack of money is the root of all evil."
  • »Plato "Be kind, for everyone you meet is fighting a hard battle."
  • »Lord Beaverbrook „Business is more exciting than any game“
  • »Franklin P. Jones "The trouble with being punctual is that nobody's there to appreciate it."
  • »Edith Wharton "True originality consists not in a new manner but in a new vision."
  • »Benjamin Franklin "The eye of a master will do more work than both his hands."
  • »Arthur Koestler "The more original a discovery, the more obvious it seems afterwards."
  • »Rose Kennedy "Life isn't a matter of milestones, but of moments."
  • »Albert Schweitzer "Happiness is nothing more than good health and a bad memory."
  • »Mark Twain "Few things are harder to put up with than the annoyance of a good example."
  • »George Herbert "Life is half spent before we know what it is."
  • »Adam Smith "All money is a matter of belief."
  • »John Dewey "We can have facts without thinking but we cannot have thinking without facts."
  • »Joe E. Lewis "You only live once - but if you work it right, once is enough."
  • »Cardinal de Retz "A man who doesn't trust himself can never trust anyone else."
  • »Mo Udall "If you can find something everyone agrees on, it's wrong."
  • »Albert Einstein "I never think of the future. It comes soon enough."
  • »Xenophon "Fast is fine, but accuracy is everything."
  • iQ-FOXX Indices
    aim to achieve attractive
    above-average return.
    Absolute Returns
  • iQ-FOXX Indices
    have low correlation with
    traditional asset classes.
    Low Correlation
  • iQ-FOXX Indices
    apply dynamic exposure
    across asset classes.
    Smart Beta
  • iQ-FOXX Indices
    use forecast signals based on economic,
    fundamental and technical factors.
    Forward Looking
  • iQ-FOXX Indices
    generate Alpha by
    managing Beta.
    Generation of Alpha
  • iQ-FOXX Indices
    are based on extensive
    research over decades.
    Know-How
  • iQ-FOXX Indices
    are designed to
    reduce draw-downs.
    Risk Overlay
  • iQ-FOXX Indices
    track the performance of transparent
    alternative beta and alpha strategies.
    Transparent
  • iQ-FOXX Indices
    can be replicated into your
    portfolio by just a mouse click.
    Investable
  • iQ-FOXX Indices
    offer diversification to
    stocks and bonds.
    Diversification
  • iQ-FOXX Indices
    focus on the most liquid
    markets worldwide.
    Liquidity
  • iQ-FOXX Indices
    are based on an innovative and
    proprietary forecast methodology.
    Innovative
  • iQ-FOXX Indices
    provide an independent view
    about future market direction.
    Independent