mast image

Impact Investing

IPE special report May 2018

Sections

State Street’s online tools

Related Categories

State Street Corporation has launched a range of index designated investment research tools based on portfolio flow information, which it says will allow investment managers to incorporate measures of market conditions and environments into decision making.
The on-line tools, which the institution developed in conjunction with its subsidiary State Street Associates, make use of knowledge gained from the $5.3trn of assets it holds under custody. This adds up to 12% of the world’s tradeable securities.
The tools are available to clients through the company’s Global Link platform, and include the State Street Portfolio Holdings Index, and the State Street Portfolio Flow Indicator. The holdings index reflects investors’ current views on particular markets by showing whether they are long or short relative to the benchmark. The flow indicator shows where assets are flowing globally.
The State Street Contagion Index shows whether events in one market are spreading to other markets, while the State Street Liquidity Index helps fund managers judge the timing of their decisions by looking at price movements in different environments and indicating whether markets are in a liquid or illiquid period.
The last tool, the Chow/Kritzman Portfolio Optimiser, helps managers optimise their portfolios in the light of information from the four indices.

Have your say

You must sign in to make a comment

IPE QUEST

Your first step in manager selection...

IPE Quest is a manager search facility that connects institutional investors and asset managers.

  • QN-2435

    Asset class: CLOs.
    Asset region: Global.
    Size: USD 50m.
    Closing date: 2018-05-22.

  • QN-2436

    Asset class: Real Estate - Core Open-ended Real Estate Equity Fund (non-listed).
    Asset region: Asia Pacific.
    Size: Approx. CHF 70-100m per investment.
    Closing date: 2018-05-25.

  • QN-2438

    Asset class: High Yield Bonds.
    Asset region: US.
    Size: USD 300 million.
    Closing date: 2018-05-25.

  • RE-2441

    Closing date: 2018-05-31.

Begin Your Search Here