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FTSE launches new commodity index

Posted on 14 December 2012

Global index company FTSE Group has launched a rules-based, long-short index, the FTSE Dynamic Commodity Index. Announcing the launch of the new product this week, the company said it was derived from Professor John M. Mulvey’s risk management and portfolio allocation approach – Dynamic Portfolio Tactics.
It said the new index would provide investors with transparent and efficient exposure to global commodity markets, via a proprietary regime-shifting approach, which seeks to capture discrete changes in economic data to guide positive or negative commodity weightings………………………………………..Full Article: Source

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