Index Engineering Services
At Compass we accompany you to transform your index concept into a successful and valuable benchmark.
A unique expertise in index design
Compass founding partners have a strong and successful experience in designing, implementing and managing rule based investment strategies. Since more than 15 years, our team has been developing a set of recognized benchmarks ranging from simple vanilla indices to complex index strategies based on quantitative models and market intelligence. This expertise was mainly developed at Diapason Commodities Management, one of the leading independent commodity asset manager, where Compass leaders co-founded Diapason and oversaw the systematic business line. They set up and managed a successful and stable multi-billion USD offer focused on commodity indices.
Compass is the provider of several hundred rules-based indices (including Rogers International Commodity Index® (RICI®) family indices, DCI BNP Paribas Enhanced Index®, Diapason Commodities Currencies indices or Compass China Commodity Index) with several billion USD linked to those indices.
Compass offers a unique expertise in designing state of the art indices.
A recognized experience
Starting more than 15 years ago, we were pioneers in developing one of the first benchmarks providing direct exposure to commodities. Then, following market evolution and crisis we successfully developed new methodologies and indices to benefit from the specificities of the commodity market. We developed one of the first index exploiting convenience yield along commodity forward curve.
While most of financial actors started to implement equity or fixed income strategies on commodities, we decided to focus our work on the fundamentals which are behind commodity price moves. In 2011, after almost 18 months of research we launched a systematic approach based on fundamental data and market sentiment.
In 2012, we were also pioneers in proposing the first systematic refinery margin strategy based on micro- economics and industry expertise.
In April 2017, we launched the CCCI, the first diversified commodity index focused on commodity contracts traded in China.
Now at Compass, we offer the quintessence of what our partners have developed over the last 15 years and we are delighted to accompany you in designing the benchmarks of the future.
Our team will help you to make your idea a successful Index
Our services include:
- Capacity to back-test any rule-based strategy
- Index administration services
- Index calculation and dissemination services
- Establish successful relationships with swaps providers and ETF providers
- Promoting index to investors