Credit Suisse and Cass Business School have together launched Trend Master Index, a series of investible indices designed to provide an efficient and cost-effective way to gain exposure to a multi-asset class investment strategy.
The Trend Master Index is intended to provide equity-like returns and much reduced volatility.
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The Trend Master Index series uses momentum analysis across five different asset classes spanning 20 markets to determine resource allocation.
The index is rebalanced at the end of each month and a proprietary trading system based on moving averages is used to identify which markets are deemed to be ‘Risk On’ or ‘Risk Off’. The returns of the strategy are then represented in the index values.
The three formats available for trend master indices include total return, volatility controlled and excess return volatility controlled.
Credit Suisse plans to offer a wide range of investments including derivatives and securities linked to the indices to institutional clients such as insurance companies, pension funds, investment trusts and providing other clients, such as family offices and private banks, with structured products that can offer an element of downside protection.
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By GlobalDataRobert Dale, director in structured sales at Credit Suisse, said:"The Trend Master Index series offers investors the chance to benefit from the results of extensive independent research undertaken by Cass Business School. On the back of their analysis into what constitutes an optimal diversified portfolio, Credit Suisse is delighted to be able to offer access to the results in an investible format via exposure to this new index range."
