Credit Suisse has launched a series of investable multi-asset indices developed with academics at the Cass Business School and designed to offer equity-like returns with low volatility.
The Trend Master Index series employs a trading system based on moving averages to identify markets that are “risk on” or “risk off”. The strategy analyses five asset classes spanning 20 markets.
Credit Suisse says it plans to offer a range of products including derivatives and securities linked to the indices to institutional investors, family offices and private banks.
Professor Steve Thomas, one of the Cass Business School academics behind the development of the investment strategy, says he and his colleagues are pleased to have “the opportunity to put our research into practice”.
The Trend Master Indices are available in three formats: total return, volatility controlled and excess return volatility controlled.
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