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Komfie Manalo, Opalesque Asia: Alternative-focused mutual fund company Catalyst Funds has partnered with BNP Paribas to create the BNP Paribas Catalyst Systematic Alpha Index (BNPP CASA Index), an alternative, multi-asset index.
The BNPP CASA Index allocates between seven different strategies developed by BNP Paribas' Quantitative Investment Strategies (QIS) group, each specifically designed to harvest non-traditional sources of returns. Using a rules-based, risk-budget model, the BNPP CASA Index systematically allocates across each of these strategies, as frequently as daily, designed to adapt to various market conditions.
Although the BNPP CASA Index synthetically invests across equities, fixed-income, commodities and currencies, it is designed to offer a low correlation to these markets.
"We are excited to partner with the BNP Paribas QIS team, which has been a leader and a pioneer in developing rules-based systematic investment strategies," said Jerry Szilagyi, CEO of Catalyst Funds. "The newly-created BNPP CASA Index leverages recognized risk premia strategies and offers investors a diversified, low-correlated source of returns. The Catalyst Systematic Alpha Fund is based on this index, and for the first time, gives all investors access to a sophisticated, diversified strategy once available only to accredited investors."
Catalyst launches S...................... To view our full article Click here
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