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%

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  • »Jean Piaget "Equilibrium is the profoundest tendency of all human activity."
  • »Andre Gide "It is better to be hated for what you are than to be loved for what you are not."
  • »Julius Caesar "People readily believe what they want to believe."
  • »Robert Louis Stevenson "No man is useless while he has a friend."
  • »Baltasar Gracian "Exaggeration is a department of lying."
  • »Edith Wharton "True originality consists not in a new manner but in a new vision."
  • »John Dewey "We can have facts without thinking but we cannot have thinking without facts."
  • »Moliere "One should eat to live, not live to eat."
  • »Eugene O'Neill "Man's loneliness is but his fear of life."
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  • »Madeleine L'Engle "The great thing about getting older is that you don't lose all the other ages you've been."
  • »Mo Udall "If you can find something everyone agrees on, it's wrong."
  • »Napoleon Bonaparte “There are two levers for moving men – interest and fear”
  • »Erica Jong "Advice is what we ask for when we already know the answer but wish we didn't."
  • »Jimi Hendrix "Knowledge speaks, but wisdom listens."
  • »Arthur C. Clarke "Any sufficiently advanced technology is indistinguishable from magic."
  • »Anais Nin "We don't see things as they are, we see things as we are."
  • »Joe E. Lewis "You only live once - but if you work it right, once is enough."
  • »George Bernard Shaw "Lack of money is the root of all evil."
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  • »Mark Twain "Few things are harder to put up with than the annoyance of a good example."
  • »Xenophon "Fast is fine, but accuracy is everything."
  • »T.S. Eliot "A tradition without intelligence is not worth having."
  • »Adam Smith "All money is a matter of belief."
  • »Izaak Walton "No man can lose what he never had."
  • »Alexander Pope “The most positive men are the most credulous”
  • »Thomas Jefferson "I'm a great believer in luck, and I find the harder I work the more I have of it."
  • »Lauren Bacall "Imagination is the highest kite one can fly."
  • »Chamfort "The most wasted day of all is that on which we have not laughed."
  • »Aristotle "Pleasure in the job puts perfection in the work."
  • »Constantine Peter Cavafy "You must pray that the way be long, full of adventures and experiences."
  • »Benjamin Disraeli "There are three kinds of lies: lies, damned lies, and statistics."
  • »Charles Darrow "Every child ought to be more intelligent than his parents."
  • »Albert Einstein "I never think of the future. It comes soon enough."
  • »Nikita Khrushchev "If you live among wolves you have to act like a wolf."
  • »Alexander Pope "Some praise at morning what they blame at night."
  • »Cardinal de Retz "A man who doesn't trust himself can never trust anyone else."
  • »Thomas H. Huxley "The great tragedy of Science - the slaying of a beautiful hypothesis by an ugly fact."
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  • »Orisen Swett Marden "All men who have achieved great things have been great dreamers."
  • »William Shakespeare "You must take your chance."
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  • »Ralph Hodgson “Some things have to be believed to be seen”
  • »Joseph Joubert "The direction of the mind is more important than its progress."
  • »Kobi Yamada "Follow your dreams. They know the way."
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  • »John D. MacDonald „Friendships, like marriage, depend on avoiding the unforgiveable“
  • »Queen Victoria "We are not interested in the possibilities of defeat."
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  • »Dr. Samuel Johnson "Love is the wisdom of the fool and the folly of the wise."
  • »Winston Churchill "A fanatic is one who can't change his mind and won't change the subject."
  • »Benjamin Franklin "The eye of a master will do more work than both his hands."
  • »Henry Miller "One's destination is never a place but rather a new way of looking at things."
  • »Theodor Seuss Geisel "Don't cry because it's over. Smile because it happened."
  • »Jean Houston "We all have the extraordinary coded within us, waiting to be released."
  • »Saint Augustine "Patience is the companion of wisdom."
  • »Henry Wadsworth Longfello "It takes less time to do a thing right than it does to explain why you did it wrong."
  • »Franklin P. Jones "The trouble with being punctual is that nobody's there to appreciate it."
  • »Mary Kay Ash "If you think you can, you can. And if you think you can't, you're right."
  • »Dobie Smith "Noble deeds and hot baths are the best cure for depression."
  • »Havelock Ellis "Imagination is a poor substitute for experience."
  • »Elizabeth Barrett Brownin "Measure not the work until the day's out and the labor done."
  • »Woodrow Wilson "I not only use all the brains that I have, but all that I can borrow."
  • »Heywood Broun "Posterity is as likely to be wrong as anyone else."
  • »Billie Jean King "Champions keep playing until they get it right."
  • »George Bernard Shaw "When a thing is funny, search it carefully for a hidden truth."
  • »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."
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  • »Sophocles "How dreadful it is when the right judge judges wrong."
  • »Sir Winston Churchill "Everyone has his day and some days last longer than others."
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  • »Arthur Koestler "The more original a discovery, the more obvious it seems afterwards."
  • »Plato "Be kind, for everyone you meet is fighting a hard battle."
  • »George Herbert "Life is half spent before we know what it is."
  • »Benjamin Franklin "Speak little, do much."
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