AXE produced a complementary suite of strategies used to normalize returns within a range of market environments. Focus is placed upon identifying real-time characteristics which dominate the market.
Years of research, developed metrics and continuous analysis allow for each environment to be categorized.
Volatility, volume, open-interest and seasonality are used to assess the degree and timing of individual strategies and their use.
Each market type having a replicating portfolio of strategies best suited to exploit its surroundings. The blending of strategies remains variable and this adaptability is relied upon to best utilize each underlying principle.