SGX Index Edge to use S&P’s Alpha Factor Library to develop quantitative capabilities

SINGAPORE (Sept 13): Singapore Exchange (SGX) and S&P Global Market Intelligence have announced a commercial relationship that will enable SGX Index Edge to use S&P Global Markets Intelligence’s Alpha Factor Library to develop new quantitative index models and smart beta indices across Asia-Pacific.

As part of this agreement, SGX Index Edge has immediate access to the comprehensive research and datasets available through S&P Global Market Intelligence’s Alpha Factor Library. Access will enable SGX Index Edge to identify sources of alpha and enhance its existing index research and design capabilities, while developing further customisation of index offerings for issuers, asset managers and investors across Asia.

Developed by S&P Global Market Intelligence, the Alpha Factor Library is a stock selection signal library built using global point-in-time databases. The Alpha Factor Library is designed to identify new sources of alpha and facilitate the construction of investment screens and candidate lists from a catalogue of proven alpha signals and top-down macroeconomic regimes along with drill downs into industry-specific signals and trends.

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