Diversify Your Risk: Strategies for Sector Controls, Capping, and Exclusions with the FTSE Fixed Income Index Module app in LSEG Workspace* (EN Webex)
The FTSE Fixed Income app is outfitted with a robust calculation framework allowing for complex customizations including alternative weighting schemes, overlays, and capping.
This 3rd in the class series, offers an in-depth dive into the complex customizations offered within the tool and a complete review of the backtest and comparison to your starting universe to build the best benchmark for your portfolio construction.
Agenda
- In depth walk-through of customization functionality for sector diversification, reweighting, and exclusions
- Build complex custom solution using these capabilities, and review comparison of backtest to base input index
Note: Access to the FTSE Fixed Income Index app requires a free entitlement.
4 part Series
Class 4 - Idea to Reality: Feeding the Fixed Income Ecosystem
*For Clients in Hong Kong: this is an eligible CPD course approved by Treasury Markets Association (TMA). Participants will be granted 1 CPD for 60 mins duration; 0.5 CPD for 30 mins /45 mins duration.
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