Index round-up: Barclays offers mean reversion

Index round-up: Barclays offers mean reversion

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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