Tag: Custom indices
MerQube: ESG has moved on from downside risk mitigation
Europe | Industry
15 Jan 2024 by Pablo Conde
The US index technology provider is seeking to leverage Impact Cubed’s ESG and impact analysis on its alternative industry classification.
Exclusive: HSBC to launch new multi-asset index, caters to annuity provider
North America | Indices
29 Nov 2023 by Summer Wang
The UK bank is gearing up for the launch of a new multi-asset index offering access to alternative investments in January.
Expert view: structured products are gaining visibility in the retirement income styles framework
North America | Conferences
12 Oct 2023 by Pablo Conde
Defined payouts and low vol underlyings can add value to retirement portfolios but comparability becomes harder when each product have their own customised index.
SRP launches Strategy & Custom Index Report
International | Industry
05 Oct 2023 by SRP News
The fourth chapter of the SRP Index Report 2023 is available for download now.
Custom indices: confirming their place in the market
International | Indices
27 Sep 2023 by SRP News
Some US$8 billion was invested in approximately 4,400 structured products linked to a custom or proprietary index between 2019-2022, representing around 27% of the market for strategy indices.
Barclays: QIS have become a critical part in the longer dated space
International | Indices
22 Sep 2023 by Pablo Conde
Over the last two years, Barclays has focused on the development of its in-house quantitative investment strategy (QIS) index business as well as the Barclays strategy indices, which include the Shiller Barclays CAPE indices.
Zebra Capital: standardisation to make custom underlyings more attractive
North America | Indices
20 Sep 2023 by Pablo Conde
Custom indices including quantitative investment strategies (QIS) and multi-asset indices can offer a more diversified exposure for investors and minimise risks.
Zebra index anniversary - exploiting behavioural bias v backtesting
North America | Indices
19 Sep 2023 by Pablo Conde
The index is the first to be founded on Pr. Roger Ibbotson's behavioural finance research, which found that investors could achieve higher returns with less risk by removing overly popular and overly volatile stocks.
RBC Capital Markets – sentiment, risk appetite driving adoption of custom underlyings
International | Indices
15 Sep 2023 by Pablo Conde
The ability to slice and dice new datasets and capture market trends has fueled the development of new underlyings which have captured the imagination of investors.
