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Published on 1/17/2012 in the Prospect News Fund Daily.

361 Capital launches rules-based, quantitative Systematic Index

By Tali David

Minneapolis, Jan. 17 - 361 Capital announced the launch of the 361 Capital Systematic Index, according to a press release.

The new index is a rules-based quantitative method that systematically generates technical indicators against price and volume trends on equity indexes, the company said.

The index is constructed using a quantitative model based solely on broad equity markets that identifies when to maintain long or short market exposure. The firm employs a proprietary approach that uses a combination of short- and medium-term trading signals to pinpoint entry and exit points on a daily basis, the release said.

"We've been building and managing alternative investment portfolios for well over a decade," president and chief investment officer Brian Cunningham said in the release, "and we've developed a pretty good understanding of the different strategies. That knowledge allows us to create alternative products like the 361 Capital Systematic Index focusing on effectively meeting the needs of the marketplace."

361 Capital is a Denver-based investment advisor.


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