JP Morgan has launched the Alternative Index Series, a suite of indices providing exposure to a wide range of liquid alternative investment strategies. The series is made up of 26 systematic trading strategies.
The trading strategies and asset classes include momentum, carry and satellite strategies implemented across equities, interest rates, foreign exchange and commodities.
The JPMorgan Alternative Index Multi-Strategy 5 offers risk-weighted exposure across the full range of strategies and targets 5% volatility.
Investors will be able to gain exposure to the indices in OTC, certificate and note forms, with a range of leveraged, capital protected and other exposures