Manifold Files for Machine Learning-Driven Market-Neutral ETF

The Manifold Equity Market Neutral ETF (MMN) will use a systematic, machine learning-driven market-neutral strategy. The model predicts daily returns across roughly 3,000 U.S. stocks, selecting from about 1,000 eligible large- and mid-cap names to build 75–150 long and 75–150 short positions. The actively-managed fund targets zero market beta, with gross long and short exposure potentially reaching about 150% each. It may gain exposure directly or through options and swaps, while using Treasuries and other liquid assets as collateral.