Barclays brings ARISTO on board.Byline: news@cpifinancial.net (Staff Writer) Barclays Capital Barclays Capital is the investment banking division of Barclays plc. It is a primary dealer in U.S. Treasury securities and various European Government bonds. Barclays Capital is led by CEO Robert (Bob) Diamond, an American who had been vice-chairman of Credit Suisse First , the investment banking division of Barclays Bank, has set up the Barclays Capital ARISTO Index; an index which it says is intended to reflect the performance of the Algorithmically Rebalanced Investment Strategy with Optimisation Noun 1. optimisation - the act of rendering optimal; "the simultaneous optimization of growth and profitability"; "in an optimization problem we seek values of the variables that lead to an optimal value of the function that is to be optimized"; "to promote the . The Aristo Index combines three separate quantitative investment strategy indices (COMBATS 6, Q-BES and TOM) through an optimisation algorithm that determines the index allocation based on an optimal risk-return profile. The index has shown little correlation with the respective underlying equity and commodity indices Commodity indices Indices measuring the price and performance of physical commodities, often by the price of futures contracts for the commodities that are listed on commodity exchanges. . The Aristo Index is available in volatility-adjusted Excess Return and Total Return versions. 2009 CPI (1) (Characters Per Inch) The measurement of the density of characters per inch on tape or paper. A printer's CPI button switches character pitch. (2) (Counts Per I Financial. All rights reserved. Provided by Syndigate.info an Albawaba.com company |
|
||||||||||||||
Printer friendly
Cite/link
Email
Feedback
Reader Opinion