There are several information displayed on sgindex.com about SGI indices, such as the description, the mechanism and the performances of our indices.
Thanks to the search parameters offered by the sgindex.com website, you can filter the indices by asset class, category or region.
To find an index on the sgindex.com website, you can either enter the name of the index, its ticker or a theme word related to the index in the search bar.
To recover your password, simply go to the login section and click on “Forgot your password?” An email will be sent to your email address with a new temporary password.
For more detailed information about an index, please contact your Societe Generale contact person.
To add an index to your favorites, simply click on the star icon to add this product to your favorites.
The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
The SGI Commodities Curve Momentum Alpha Index (the Index or SGI CCMA Index) began publishing on May 10, 2011 and aims to track a systematic long/short strategy, based on quantitative signals (roll yield and momentum) which aim to extract value from typical commodity market features.
The Index is designed to provide exposure to commodities and to capture the roll spread by going long commodities with a positive roll yield (i.e. backwardated curve) and shorting commodities with a negative roll yield (i.e. contangoed curve) using underlying futures indices. Accordingly, the main driver of the strategy seeks to extract yield from thenatural carry of commodities forward prices. In addition, the Index strategy embeds a price filter aiming to benefit from any price acceleration which may contradict the curve signal. For each commodity, price filter activation aims to neutralize the weight allocation for such commodity based on any perceived price acceleration. Further, the Index adjusts its exposure to the underlying SGI Commodities Long/Short strategy via a volatility target mechanism in order to maintain volatility as close as possible to the volatility target of 6%.