CSFB is offering a global trading and valuations opportunities basket, a selection of CSFB/Tremont sector invest indices to Swiss investors. The basket consists of primarily directional-oriented trading strategies including the long-short equity, global macro, managed futures, emerging markets and equity market neutral CSFB/Tremont sector invest indices.
"The basket focuses on strategies typically taking a view on, for instance, the equity, foreign exchange and commodities markets globally and de-emphasises arbitrage and relative value oriented strategies," says Oliver Schupp, president of CSFB Tremont Index LLC and senior member of CSFB’s Hedge Fund Investment group. "We believe this basket is positioned to take advantage of an investment environment characterised by rising equity markets, trending currency and commodity markets and high interest rate volatility."
The CSFB/Tremont sector invest indices generally include the largest funds by assets under management that are open to investment and meet certain liquidity conditions in each of the following 10 style-based sectors: Convertible Arbitrage, Dedicated Short Bias, Emerging Markets, Equity Market Neutral, Event Driven, Fixed Income Arbitrage, Global Macro, Long/Short Equity, Managed Futures, and Multi-Strategy.