Algo indices on the rise

By Daniel O'Leary
29 May 2014

Investment banks are expanding their algorithmic systematic product offering, or so called algo indices, in an effort to cover multi asset classes such as fx, rates, commodities and equities.

Algo indices use an underlying algorithm to access the constituents of an index and the exposure of those constituents. They are typically used as risk control indices, with investors using total return swaps or other vanilla instrument to gain exposure to the underlying.

Simon Yates, global head of ...

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