Global Index Correlation Study

Who this is for

Portfolio managers, multi-asset strategists, and family-office CIOs who need a clear answer to one question: which of our index exposures still behave independently when markets tighten?

What you receive

• A dated memorandum (typically 18–30 pages) covering pairwise and cluster relationships across your nominated index list
• Rolling correlation charts for agreed windows (for example 60, 120, and 250 trading days)
• Separate treatment of calm periods versus drawdown weeks you specify
• A 90-minute walk-through with the analyst who wrote the brief
• One revision round for factual corrections and clarifying footnotes

What is included

Your index universe (up to twelve benchmarks), currency denomination choices, and any sector or regional sub-indices you name at kickoff. We source publicly available index levels and document each series used.

What is excluded

Trade recommendations, security selection, and regulatory advice. We also do not rebuild your risk system or hand over reusable code libraries.

Process

1. Scoping call — confirm indices, windows, and committee date.
2. Data lock — freeze the series list and observation end date.
3. Analysis — compute rolling and stress-window correlations; annotate regime breaks.
4. Draft — circulate the memorandum for factual review.
5. Walk-through — present findings and answer desk questions.

Preparation

Please share the index tickers or Bloomberg/Reuters identifiers you rely on, any currency overlays already applied in your book, and two or three stress periods that matter to your trustees or risk committee.

Constraints

Lead time is usually three to five weeks. Urgent two-week turnarounds are sometimes possible when the index list is short and the stress windows are already agreed — ask when you write.

Next step

Request a correlation briefing and list the indices you want covered. We reply within two working days with a fee quote and draft timeline.