LAB Managed Futures Liquid Index

The LAB Managed Futures Liquid Index is a factor within the LAB Global Strategies Liquid Index. It is a rules-based trading strategy designed to reflect an investment approach common to hedge funds. The LAB Managed Futures Liquid Index is a trend-following beta strategy that employs historical price data to identify and take exposure to price trends in listed fixed income, currencies, commodities, and equities futures markets. The strategy does not have a particular bias towards being net long or net short any particular market. The LAB Managed Futures Liquid Index is published daily.