Quantitative Investment Strategies

QIS Index Documentation

 

MQCC254 - BBUXALC Weighted F3 Beta Congestion Index

 

The Macquarie Congestion Rotator Index - MQCP700E

 

The Macquarie MQCC112T Index

 

Macquarie Minimum Drawdown Carry ex Brent & PM Alpha MQCP598E Index

 

The Macquarie Dynamic Carry Bull/Bear Commodities Spread Index - MQCP760E

 

The Macquarie Congestion Rotator F0-F6 Index - MQCP706E

The Macquarie Commodity Value Index - MQCP770E

 

Macquarie Composite FX Periodic Conversion Indices

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