PortfolioScience, a provider of on-demand risk management systems, has launched a Factor Index Construction Toolset via the company's RiskAPI Enterprise platform, which allows users to dynamically construct factor indices based on dozens of fundamental, technical and statistical metrics. In addition
The Vienna Stock Exchange has begun calculating new Short Indices based on the Austrian Traded Index (ATX). The new indices with a leverage of -12 and -15 are based on the ATX Total Return which takes into account the dividend
Chicago Board Options Exchange (CBOE) has launched the CBOE-SMA Large-Cap Weekly Index (SMLCWSM Index), the second in a series of sentiment-based strategy benchmark indices designed to capitalise on short-term market momentum based on Social Market Analytics’ (SMA) social media metrics.
The State Street Global Investor Confidence Index decreased to 96.9 in October, down 7.5 points from September’s revised reading of 104.4. The decline in sentiment was driven by an 8.7 point drop in the North American ICI to 96.8, along
Hedge funds posted gains across all strategies in December, with the HFRI Fund Weighted Composite Index (FWC) rising to a record index value level as oil prices surged, equities gained and US interest rates increased into year end. According to
S&P Dow Jones Indices (S&PDJI) is now publishing carbon metrics on the majority of its equity indices, including the S&P Global 1200, S&P 500, Dow Jones Industrial Average and environmentally-focused indices including S&P Global 1200 Carbon Efficient Index Family and
Barclays Bank PLC, as index sponsor of the Barclays Global Carbon Index Total Return – the underlying index for the iPath Global Carbon ETN – has announced that the index will be retired effective 27 October, 2017. The index will
Intercontinental Exchange (ICE), an operator of global exchanges and clearing houses and provider of data and listings services, has completed its acquisition of the Bank of America Merrill Lynch Global Research division’s fixed income index platform, which will become part
CF Benchmarks is to offer a PAX Gold (PAXG) daily settlement and spot rate, updated every second. PAX Gold from Paxos Trust Company is the first regulated digital asset backed token that represents premium gold bars. The benchmark price indices are
Singapore Exchange (SGX) has launched of SGX Iron Ore Futures Indices, a suite of inverse and leveraged indices calculated off the SGX TSI Iron Ore CFR China (62 per cent Fe Fines) Index Futures. This is the first series of
