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Tradable Index Products and Alpha Strategies

The Index Products and Alpha Strategies Group builds bespoke tradable indices leveraging the strategies and analytical capabilities of various Credit Suisse groups across all asset classes. We offer a wide array of high quality, complex and innovative investable products, as well as a flexible framework that allows for streamlined new index creation.

Commodities

  • Credit Suisse Commodities Benchmark Index (CSCB)
  • Credit Suisse Commodity Benchmark-China Index (CSCH)
  • Glencore Active Index Strategy (GAINS)
  • Momentum and Volatility Enhanced Return Strategy (CSMOVERS)
  • Custom Strategy 88 Excess Return Index (CSCUS88E)
  • Volatility Switch 01E Index (CSCUDVER)
  • Dynamic Relative Value Enhanced Return Strategy (DRIVERS)
  • Credit Suisse Backwardation Index (CSCUBKER)

Emerging Markets

  • Emerging Markets Credit Opportunity Index (EMCROP)

Equities

  • Cheapest Slide Index (CSEACHPS)
  • CS Equity Dynamic Tail Hedge Index (CSEADYTL)
  • Equity Volatility Alpha Index (CSEAVOLA)
  • Global Carry Selector (GCSCS)
  • Relative Value Volatility Index (RVOL)
  • Defensive Volatility Index (CSEADVOL)
  • HS Global Style Rotation Index (HSGSR)
  • HS Global Style Rotation Equity Hedged Index (HSGSREH)

FX

  • Rolling Optimized Carry Index (ROCI)
  • FX Factor Index (FXFT)
  • FX Metrics Index (FXMX)
  • Advanced Volatility Index – Foreign Exchange Opportunistic Vol (CSAVI-FX)

Multi-Asset

  • Allocation Risk Return Optimized Weights (CSARROW)
  • Multi-Asset Futures Strategy (CSMF)
  • Multi-Index Diversified Alternative Strategy Index (CSMIDAS)
  • Multi-Strategy Basket (CSMSB)
  • Multi-Algo Strategy Targeted Risk Overlay Index (MASTRO)
  • Risk Appetite Investable Indices (RAII) Powered by HOLT
  • Risk Appetite Investable Indices (RAII) Powered by HOLT Relative Value

Rates

  • Adaptive Term Premium Index (CSATPI)
  • Fortinbras Three-Factors Model (CSFN)
  • Global Enhanced Momentum Strategy (CSGEMS)
  • Tail Risk Overlay Protection Strategy (CSTOPS)
  • Swaption Volatility Index (CSVI)

For access to our Fixed Income Research & Analytics website or for access to view our indices on Bloomberg, please email us at FI Index Analysts.

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