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.
Some assets appear to have a tendency to “mean revert”, meaning that large positive moves are often followed by negative ones (and vice versa). On average, this should
result in a positive spread between the daily and bi-weekly realized variance of the returns of such assets. The SGI VI Gravity Index is a systematic index with its level published daily on Bloomberg, that aims to generate positive performance by capturing this potential spread through hypothetical positions that are long the daily variance and short the bi-weekly variance of the SGI VI Spread Index*.
* The SGI VI Spread Index aims to be a systematic investible proxy to the VIX Index, with potentially enhanced mean reversion patterns.
The SGI VI Gravity Index takes hypothetical long positions in the daily variance and hypothetical short positions in the bi-weekly variance of the SGI VI Spread Index. Exposure to the variance spread is capped and floored at 200% and -20% respectively, in order to mitigate the risk of drawdown following a prolonged trend in the SGI VI Spread Index.