The RP Quant Indices are aggregated market observables used as decision-aid risk alerts by portfolio and risk managers.

The RP Quant Systemic Risk Index is an aggregated risk indicator based on the correlations between the sectorial indices of the Dow Jones Index.

The RP Quant Global Macro Index shows the performance of a risk-driven investment strategy on a set of diversified Global Macro ETFs.

Sample data on our indices are available for free on a weekly basis. To subscribe to the daily updates and detailed analysis of the indices, please contact us.