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Alternative Market Briefing

Barclays, Novus launch equity indices using public filings of hedge funds

Thursday, September 14, 2017

Komfie Manalo, Opalesque Asia:

Barclays and Novus have joined forces to launch the Novus Barclays Public Ownership HF Conviction Index Family, a new family of equity indices that use public filings of hedge funds. This index family a new addition to the Barclays range of Quantitative Investment Strategies.

"Barclays is delighted to expand our range of indices and increase the breadth of strategies available to investors via the index format," Benedict Redmond, director of EFS Solutions at Barclays said in a statement. "We believe that these indices will be compelling for a wide range of investors seeking alternative sources of returns, and we are very pleased to be able to leverage Novus' expertise in this space to launch these indices."

The new indices aim to provide an alternative to market capitalization weighted indices with a distinctive way to identify the key investment ideas of hedge funds. They also leverage some of the academic work done in this area of investing coupled with insights generated during the research and development phase.

Long-only and market-hedged indices

In addition to the long-only indices, there will be market-hedged index versions, which hold a long position in the Novus Barclays Public Ownership HF Conviction Index and a beta-adjusted short position in the relevant benchmark index, with the a......................

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