Barclays Capital, the investment banking division of Barclays Bank, has launched Barclays Capital ARISTO Index, intended to reflect the performance of the algorithmically rebalanced investment strategy with optimisation.
Reportedly, the Aristo Index combines three separate quantitative investment strategy indices (COMBATS 6, Q-BES and TOM) through an optimisation algorithm that determines the index allocation based on an optimal risk-return profile. The Aristo Index is available in volatility-adjusted excess return and total return versions.
The Barclays Capital has said that it will provide data, analytics and support for the indices via web-based and other e-commerce protocols. The indices are available on Bloomberg. Bloomberg ticker: BXIIARER and BXIIARTR for ARISTO US, BXIIAEER and BXIIAETR for ARISTO EUR.
Jose Mazoy, index, portfolio & risk solutions team at Barclays Capital, said: “Investors often seek Alpha in the equity and commodities markets. We are pleased to offer investors a transparent, rule based and tradable index solution.”
Hassan Houari, head of equity derivatives structuring at Barclays Capital, said: “Investors are increasingly looking for well diversified investments which exhibit low volatility combined with stable returns. By combining both equity and commodity linked alpha strategies in one unique product we are able to deliver this efficiently to our clients.”
