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The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
The SGI Interest Rates Trend Following Index utilizes a systematic, rules-based trend-following strategy to provide dynamic exposure to a basket of Government Bonds indices.
The Index utilizes absolute momentum signals to dynamically allocate across a range of 8 equally-weighted Government Bonds indices. The absolute momentum is a pure trend-following strategy which consists to be long on positive past performing assets and short on negative performing assets based on 4 signals allowing diversification of the signal to limit the risk of overfitting. The exposure to the basket is adjusted on a monthly basis, so that the long term realized volatility of the SGI Interest Rates Trend Following Index is close to a volatility target of 10%.
The SGI Interest Rates Trend Following Index (the “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and, these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices” and its related stylized mark(s) have been licensed for use by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.