Index round-up: Barclays offers mean reversion

Index round-up: Barclays offers mean reversion

iindexing
Following the index

Barclays Capital has launched an index that measures mean reversion in the US and European equity markets. The Astro Index is designed as a hedge for equity investors, who are exposed to mean reversion during market corrections. Using a hedge will help minimise portfolio drawdowns, such as those seen in 2008.

* Barclays Capital has also created the Multi-Alpha Equal Risk Allocation Index, which allocates risk equally across equities, interest rates, commodities and foreign exchange. The index

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