A METHOD AND SYSTEM FOR GENERATING AN INDEX OF INVESTMENT RETURNS

摘要

A method and system for generating returns for investments in asset classes such as bonds, currencies and commodities. The index of these returns may be used as a benchmark to measure the investment performance for one or more of the asset classes that make up the index (220). It may also be replicated in the markets in which futures contracts for members of these asset classes ar e traded and used to earn the returns that the index measures. Indices constructed for each class can be combined with each other and with equity indices to create tradable indices hedge fund returns.