Quantitative Investment Strategies

Quantitative Investment Strategy Documentation

General information

IOSCO Principles – Statement of Compliance: Macquarie Bank Limited

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Macquarie Quantitative Investment Strategies – Risk Factors

PDF 462 KB

Macquarie Strategy Calculation Holidays

CSV 1 KB

 

Strategy data

Historical Strategy Levels (MABC Strategy MQCP430F)

XLS 99 KB

Target Weights

XLSX 6 KB

 

Macquarie VMAQDSPG Strategy

Historical Strategy Levels (VMAQDSPG)

XLSX 56 KB

 

The Macquarie Commodity Strategy - MQCP708E

Component Dollar Weights (MQCP708E)

CSV 5 KB

 

The Macquarie Commodity Strategy - MQCP855

Component Dollar Weights (MQCP855E)

CSV 21 KB

Historical Strategy Levels (MQCP855E)

XLS 69 KB

Historical Strategy Levels (MQCP855U)

XLS 69 KB

 

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

Component Dollar Weights (MQCP829E)

CSV 2 KB

Historical Strategy Levels (MQCP829E)

XLS 68 KB

 

The Macquarie Baskets MQCPC indices

MQCPCENE Weights

CSV 798 KB

MQCPCAGE Weights

CSV 1 MB

MQCPCPRE Weights

CSV 347 KB

MQCPCINE Weights

CSV 614 KB

 

The Macquarie Building Block Indices

Building Block Dollar Weights

XLS 28 KB

Historical Strategy Levels (Building Block)

CSV 8 MB

Diversified Heavy & Ex-Sector Building Block Dollar Weights

CSV 125 KB

 

The Macquarie Backwardation Alpha Strategy - MQCP565E

Component Dollar Weights (MQCP565E)

CSV 2 KB

 

The Macquarie MQCC112T Strategy

Component Dollar Weights (MQCC112T)

CSV 1 MB

 

The Macquarie Investor Product 500E

Component Dollar Weights (MQCP500E)

CSV 4 KB

 

The Macquarie Backwardation vs Contango Strategy – MQCP725E

Component Dollar Weights (MQCP725E)

CSV 1 KB

 

The Macquarie Roll Yield Enhanced Beta Strategy - MQCP312E

Component Dollar Weights (MQCP312E)

CSV 238 KB

Historical Strategy Levels (MQCP312E)

XLS 70 KB

 

Macquarie MQCP864E Commodity Curve Navigator Strategy

Component Dollar Weights (MQCP864E)

CSV 5 bytes

 

Macquarie Investor Product DO01

Historical Strategy Levels (MQISDO01)

XLS 68 KB

Component Dollar Weights (MQISDO01)

CSV 28 KB

 

Macquarie Investor Product DO02

Historical Strategy Levels (MQISDO02)

XLS 68 KB

Component Dollar Weights (MQISDO02)

CSV 10 KB

 

Macquarie Investor Product DO03

Historical Strategy Levels (MQISDO03)

XLS 70 KB

Component Dollar Weights (MQISDO03)

CSV 3 KB

 

Macquarie Investor Product DO04

Historical Strategy Levels (MQISDO04)

XLS 69 KB

Component Dollar Weights (MQISDO04)

CSV 7 KB

 

Macquarie Investor Product DO05

Historical Strategy Levels (MQISDO05)

XLS 71 KB

Component Dollar Weights (MQISDO05)

CSV 1 KB

 

Macquarie Investor Product DO06

Historical Strategy Levels (MQISDO06)

XLS 72 KB

Component Dollar Weights (MQISDO06)

CSV 5 KB

 

Macquarie Investor Product DO07

Historical Strategy Levels (MQISDO07)

XLS 70 KB

Component Dollar Weights (MQISDO07)

CSV 2 KB

 

Macquarie Investor Product DO08

Historical Strategy Levels (MQISDO08)

XLS 69 KB

Component Dollar Weights (MQISDO08)

CSV 1 KB

 

Macquarie Investor Product DO09

Historical Strategy Levels (MQISDO09)

XLS 69 KB

Component Dollar Weights (MQISDO09)

CSV 7 KB

 

Macquarie Investor Product DO14

Historical Strategy Levels (VMAQDO14)

XLS 70 KB

Component Dollar Weights (VMAQDO14)

CSV 7 KB

 

Macquarie Investor Product DO15

Historical Strategy Levels (VMAQDO15)

XLSX 68 KB

Component Dollar Weights (VMAQDO15)

CSV 2 KB

 

Macquarie MQCP439E Strategy

Component Dollar Weights (MQCP439E)

CSV 20 KB

 

Macquarie MQIS311B Strategy

Macquarie MQIS311B Strategy Description

PDF 230 KB

Historical Strategy Levels (MQIS311B)

XLS 56 KB

 

Macquarie MQCPF7 Strategy

Historical Strategy Levels (MQCPF7)

XLS 70 KB

 

Macquarie MQIS315 Strategy

Macquarie MQIS315 Strategy Description

PDF 289 KB

Historical Strategy Levels (MQIS315)

XLS 52 KB


Macquarie MQCP720 Strategy

Component Dollar Weights (MQCP720B)

CSV 4 bytes

Historical Strategy Levels (MQCP720B)

XLSX 9 KB


Macquarie MQCP725 Strategy

Component Dollar Weights (MQCP725E)

CSV 1 KB

Historical Strategy Levels (MQCP725E)

XLSX 9 KB

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