The use of strategy and custom indices has had a long and rich history within retail structured products markets for many years.

Equity underlyings remain the most dominant choices globally and they divide into benchmark indices and baskets of individual stocks. [Strategy & custom] indices have shown growth over the last decade or so and represent the structured product market’s main attempt to access various strategy plays -   Tim Mortimer, FVC However, an important niche area is occupied by strategy and custom indices. These span various different concepts but can be defined as algorithmic investments

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