Quantitative Investment Strategies

Quantitative Investment Strategy Documentation

General information

IOSCO Principles – Statement of Compliance: Macquarie Bank Limited

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Macquarie Proprietary Indices - Risk Factors

PDF 462 KB

Macquarie Strategy Calculation Holidays

CSV 1 KB

 

Strategy data

Historical Strategy Levels (MABC Strategy MQCP430F)

XLS 95 KB

Target Weights

XLSX 6 KB

 

Macquarie VMAQDSPG Strategy

Historical Strategy Levels (VMAQDSPG)

XLSX 53 KB

 

The Macquarie Commodity Strategy - MQCP708E

Component Dollar Weights (MQCP708E)

CSV 3 KB

 

The Macquarie Commodity Strategy - MQCP855

Component Dollar Weights (MQCP855E)

CSV 23 KB

Historical Strategy Levels (MQCP855E)

XLS 65 KB

Historical Strategy Levels (MQCP855U)

XLS 65 KB

 

The Macquarie Vol Matched Spreads F3vF0 Ex Ags and Lv Curve Carry - MQCP829E

Component Dollar Weights (MQCP829E)

CSV 3 KB

Historical Strategy Levels (MQCP829E)

XLS 65 KB

 

The Macquarie Baskets MQCPC indices

MQCPCENE Weights

CSV 781 KB

MQCPCAGE Weights

CSV 1 MB

MQCPCPRE Weights

CSV 338 KB

MQCPCINE Weights

CSV 594 KB

 

The Macquarie Building Block Indices

Building Block Dollar Weights

XLS 28 KB

Historical Strategy Levels (Building Block)

CSV 7 MB

Diversified Heavy & Ex-Sector Building Block Dollar Weights

CSV 151 KB

 

The Macquarie Backwardation Alpha Strategy - MQCP565E

Component Dollar Weights (MQCP565E)

CSV 3 KB

 

The Macquarie MQCC112T Strategy

Component Dollar Weights (MQCC112T)

CSV 1 MB

 

The Macquarie Investor Product 500E

Component Dollar Weights (MQCP500E)

CSV 6 KB

 

The Macquarie Backwardation vs Contango Strategy – MQCP725E

Component Dollar Weights (MQCP725E)

CSV 2 KB

 

The Macquarie Roll Yield Enhanced Beta Strategy - MQCP312E

Component Dollar Weights (MQCP312E)

CSV 240 KB

Historical Strategy Levels (MQCP312E)

XLS 66 KB

 

Macquarie MQCP864E Commodity Curve Navigator Strategy

Component Dollar Weights (MQCP864E)

CSV 5 bytes

 

Macquarie Investor Product DO01

Historical Strategy Levels (MQISDO01)

XLS 64 KB

Component Dollar Weights (MQISDO01)

CSV 28 KB

 

Macquarie Investor Product DO02

Historical Strategy Levels (MQISDO02)

XLS 64 KB

Component Dollar Weights (MQISDO02)

CSV 8 KB

 

Macquarie Investor Product DO03

Historical Strategy Levels (MQISDO03)

XLS 66 KB

Component Dollar Weights (MQISDO03)

CSV 5 KB

 

Macquarie Investor Product DO04

Historical Strategy Levels (MQISDO04)

XLS 65 KB

Component Dollar Weights (MQISDO04)

CSV 12 KB

 

Macquarie Investor Product DO05

Historical Strategy Levels (MQISDO05)

XLS 67 KB

Component Dollar Weights (MQISDO05)

CSV 1 KB

 

Macquarie Investor Product DO06

Historical Strategy Levels (MQISDO06)

XLS 68 KB

Component Dollar Weights (MQISDO06)

CSV 5 KB

 

Macquarie Investor Product DO07

Historical Strategy Levels (MQISDO07)

XLS 67 KB

Component Dollar Weights (MQISDO07)

CSV 3 KB

 

Macquarie Investor Product DO08

Historical Strategy Levels (MQISDO08)

XLS 66 KB

Component Dollar Weights (MQISDO08)

CSV 431 bytes

 

Macquarie Investor Product DO09

Historical Strategy Levels (MQISDO09)

XLS 65 KB

Component Dollar Weights (MQISDO09)

CSV 12 KB

 

Macquarie Investor Product DO14

Historical Strategy Levels (VMAQDO14)

XLS 66 KB

Component Dollar Weights (VMAQDO14)

CSV 5 KB

 

Macquarie MQCP439E Strategy

Component Dollar Weights (MQCP439E)

CSV 78 KB

 

Macquarie MQIS311B Strategy

Macquarie MQIS311B Strategy Description

PDF 230 KB

Historical Strategy Levels (MQIS311B)

XLS 53 KB

 

Macquarie MQCPF7 Strategy

Historical Strategy Levels (MQCPF7)

XLS 66 KB

 

Macquarie MQIS315 Strategy

Macquarie MQIS315 Strategy Description

PDF 289 KB

Historical Strategy Levels (MQIS315)

XLS 52 KB

Actual or potential investors in products linked to the Indices can request Strategy Level Data by emailing CIP@macquarie.com.