Systematic Traders Index

About the Systematic Traders Index

An equal weighted composite of managed programs whose approach is at least 95% systematic. In 2018 there are systematic programs included in the index.

To qualify for inclusion in the Barclay Systematic Traders Index, an advisor must have four years of prior performance history. Additional programs introduced by qualified advisors are not added to the Index until after their second year. These restrictions, which offset the high turnover rates of trading advisors as well as their artificially high short-term performance records, ensure the accuracy and reliability of the Barclay Systematic Traders Index.