Talk:Trading strategy index

Update required

The industry surrounding Trading Strategy Indices has grown exponentially since this page was created in 2008. Clear Alpha Limited is an asset management company that invests in Trading Strategy Indices, but also produces research and publishes benchmark indices for the universe of Trading Strategy Indices. Since the beginning of 2010 we have been analysing the entire market, and in this capacity we aim to support this entry in Wikipedia.

Please note that the research and benchmark indices are provided without charge on the company’s website, and are intended to stimulate interest and discussion in Trading Strategy Indices. Our contributions to this page are an extension of this aim.

While there is a lot of interesting information that has been added to the page, the overall article lacks structure, and there is a mixture of general and very specific information. We will try to respect the information that has already been published while formatting the article and adding a more complete overview, so that readers can gain a greater understanding of the space. Clear Alpha Limited 09:22, 15 July 2011 (UTC)

Significant Changes to the Article

Originally this article was named Developing and Trading Strategy Indices, which we have changed to Trading Strategy Index. The original name was an action on the indices and therefore was not intuitive to find. Further, we feel that referring to these assets as 'Strategy Indices' lacks clarity, and in our experience this is not a name that is used in the market. Each index replicates a trading strategy, so we feel that 'Trading Strategy Index' is the most appropriate name. Clear Alpha Limited 15:15, 15 July 2011 (UTC)

References to the Trading Strategy Index article

We have added links, and in some cases a few lines about Trading Strategy Indices on the following pages: i) Quantitative Research, ii) Trading Strategy, iii) Alternative Investment, iv) Alternative Asset, (v) Hedge Fund Replication, vi) Alternative beta. Please feel free to suggest other articles that should be associated. Clear Alpha Limited 15:43, 31 August 2011 (UTC)

Proposed Changes

We propose re-structuring the article under the following sub-headings:
Introduction
1. Definition
2. History
3. Advantages
4. Disadvantages
5. Examples of Strategies
6. Sponsors
7. Investors
8. Methods of Investing
9. Industry Benchmark
10. References
We are currently writing additional content for the page, which will include the information currently available on the page, in the context of the relevant sub-section. The exceptions to this are the following sections:
1. Examples, we will try and offer a broad overview of the market and different types of Trading Strategy Indices available, with some more detailed examples. While fundamental stock selection is applied to selecting outperformance pairs, the example given here which is specific to two stocks, and is not a level specificity that we see in published indices, therefore we do not feel it is not a representative example of the space.
2. Methods of Investing will focus on what is referred to currently as 'Asset Side' in the article. A mention of the 'Liability side' will but included, but references to indices replicating Libor will be removed as these are not Trading Strategy Indices but market access products.
3. Investors will be handled more generally, as the names of clients will be difficult to maintain and verify
4. Sponsors will be handled more generally, rather than specifically referring to banks by name, as almost all major investment banks have some activity in the space, and the notion of a leader is subjective.
Clear Alpha Limited 14:13, 30 August 2011 (UTC)