RBS launches managed futures index
LONDON - Victor Sperandeo, chief executive at Enhanced Alpha Management, and Royal Bank of Scotland have partnered to launch a new long/short strategy index. The Trader Vic Index (TVI) is a managed futures index and will be marketed to institutional and retail clients.
Half of the index portfolio is allocated to commodities futures split across six sectors, including energy, livestock, softs, and precious and industrial metals. The remaining 50% links to interest rate futures and global
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