Newton and BofA launch ‘all-weather’ QIS hedging index
Adaptive index sees investment manager toggle between a menu of quant strategies
Bank of America (BofA) has teamed up with Newton Investment Management to create a new ‘all-weather’ hedging strategy, which aims to offer protection against an array of market downturn scenarios.
The Newton Adaptive Risk Overlay Index, known as Nimaro, will be managed by the BNY-owned investment manager. Newton will use macro signals to switch exposure between a menu of hedging-focused quantitative investment strategies (QIS) devised by BofA.
Exposure to the index can be gained in swap or note
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