Lyxor Indices
Lyxor Hedge Fund Index
The Lyxor Hedge Fund index is a composite reflecting the aggregated performance of diversified hedge funds strategies globally.
Lyxor Hedge Fund Index Downloads
Lyxor LS Equity Variable Bias Index
L/S Equity Variable Bias strategy is a directional strategy that primarily involves buying equities and equity derivatives that are expected to appreciate and selling those that are expected to depreciate while managing actively the net exposure to the market (possibly net long, net short or market neutral) depending on manager's expectations.
Lyxor LS Equity Variable Bias Index Downloads
Lyxor LS Equity Long Bias Index
L/S Equity Long Bias strategy is a directional strategy that primarily involves buying equities and equity derivatives that are expected to appreciate and selling those that are expected to depreciate while structurally maintaining a net long exposure to the equity market.
Lyxor LS Equity Long Bias Index Downloads
Lyxor LS Equity Short Bias Index
L/S Equity Short Bias strategy is a directional strategy that primarily involves buying equities and equity derivatives that are expected to appreciate and selling those that are expected to depreciate while structurally maintaining a net short exposure to the equity market.
Lyxor LS Equity Short Bias Index Downloads
Lyxor LS Equity Market Neutral Index
L/S Equity Market Neutral strategy is a strategy that primarily involves buying equities and equity derivatives that are expected to appreciate and selling those that are expected to depreciate while structurally neutralizing the equity market risks.
Lyxor LS Equity Market Neutral Index Downloads
Lyxor LS Equity Statistical Arbitrage Index
L/S Equity Statistical Arbitrage strategy primarily consists in investing in equities adopting a long/short investment approach based on quantitative analysis, either fundamentally or price based. This strategy typically offers a limited exposure to the equity market risk.
Lyxor LS Equity Statistical Arbitrage Index Downloads
Lyxor Special Situations Index
Special Situations strategy encompasses a combination of investment processes targeting equities or bonds whose valuation is altered by a special situation such as spin-offs, industry consolidations, liquidations, reorganizations, share buybacks and other extraordinary corporate transactions that generate investment opportunities.
Lyxor Special Situations Index Downloads
Lyxor Merger Arbitrage Index
Merger Arbitrage strategy primarily consists in investing in equities involved in merger/acquisition operations and aims to take advantage of the spread between the price bid for the takeover and the price observed in the market.
Lyxor Merger Arbitrage Index Downloads
Lyxor Distressed Securities Index
Distressed Securities strategy consists in investing in, and may also sell (short position), securities of companies for which the price has been, or is expected to be, affected by a distressed situation (e.g. pre or post bankruptcy).
Lyxor Distressed Securities Index Downloads
Lyxor Convertible Bonds Arbitrage Index
Convertible Bonds and Volatility Arbitrage strategies aim to take advantage of volatility arbitrage opportunities by investing in various financial instruments. Convertible Bonds funds primarily invest in convertible bonds and discretionarily hedge some of the underlying risk factors (interest rate, credit, beta) in order to gain exposure to the one another (volatility, credit or both) at a very attractive price.
Lyxor Convertible Bonds Arbitrage Index Downloads
Lyxor Fixed Income Arbitrage Index
Fixed Income Arbitrage strategy aims to take advantage of pricing anomalies between fixed income securities, sector, market and yield curves.
Lyxor Fixed Income Arbitrage Index Downloads
Lyxor LS Credit Arbitrage Index
L/S Credit Arbitrage strategy is a directional strategy that involves buying bonds and credit and fixed income derivative instruments that are expected to appreciate and selling the ones that are expected to depreciate.
Lyxor LS Credit Arbitrage Index Downloads
Lyxor Global Macro Index
Global Macro strategy aims to take advantage of expected macroeconomic trends by investing in all type of markets and instruments.
Lyxor Global Macro Index Downloads
Lyxor CTA Long Term Index
CTAs Long Term strategy aims to capture price movements in fixed income, equity, currency and commodity markets with the use of systematic trading models.
Lyxor CTA Long Term Index Downloads
Lyxor CTA Short Term Index
CTAs Short Term strategy aims to capture short term price movements in fixed income, equity, currency and commodity market with the use of systematic trading models.
Lyxor CTA Short Term Index Downloads
Lyxor Emerging Markets Index
Lyxor Emerging Markets index encompasses a wide range of various alternative strategies including but not limited to Long/Short equities, event driven, credit and fixed income arbitrage, global macro exposed to global emerging markets.
Lyxor Emerging Markets Index Downloads
