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SGX Index Edge To Use S&P Global Market Intelligence’s Alpha Factor Library To Develop Quantitative Capabilities

Singapore, Sep. 13 2016 — Singapore Exchange (SGX) and S&P Global Market Intelligence today announced a commercial relationship that will enable SGX Index Edge to use S&P Global Markets Intelligence’s Alpha Factor Library to develop new quantitative index models and smart beta indices across Asia-Pacific.

As part of this agreement, SGX Index Edge has immediate access to the comprehensive research and datasets available through S&P Global Market Intelligence’s Alpha Factor Library. Access will enable SGX Index Edge to identify sources of alpha and enhance its existing index research and design capabilities, while developing further customisation of index offerings for issuers, asset managers and investors across Asia.

“The relationship with S&P Global Market Intelligence is an important development in the design and production of innovative new indices for domestic and international investors,” said Ng Kin Yee, Head of Market Data & Connectivity, at SGX. “The Alpha Factor Library will be invaluable to SGX Index Edge in building its offering to institutional clients. At the same time, we will use the deep information and analytical sources provided by S&P Global Market Intelligence to tap into growing investor appetite for smart beta indices.”

Developed by S&P Global Market Intelligence, the Alpha Factor Library is a stock selection signal library built using global point-in-time databases. The Alpha Factor Library is designed to identify new sources of alpha and facilitate the construction of investment screens and candidate lists from a catalogue of proven alpha signals and top-down macroeconomic regimes along with drill downs into industry-specific signals and trends.

“We are very excited about our relationship with SGX, which is a testament to the reliability and depth of our financial data,” said Ben Soong, Head of Asia-Pacific Sales, at S&P Global Market Intelligence. “Alpha Factor Library, the first product of its kind, drills down into industry specific signals and trends, and powers both fundamental and quantitative investment processes. Through this collaboration with SGX, we hope to further extend the reach of our unique datasets and advanced analytics to regional and global investors.”

Media Contacts:
Singapore Exchange:
Leela Pandit, +65 67136834, leela.pandit@sgx.com

S&P Global: 
Cecilia Ho, +852 2532 8061, cecilia.ho@spglobal.com

About Singapore Exchange (SGX)
Singapore Exchange is Asia’s leading and trusted market infrastructure, operating equity, fixed income and derivatives markets to the highest regulatory standards. As Asia’s most international, multi-asset exchange, SGX provides listing, trading, clearing, settlement, depository and data services, with about 40% of listed companies and 75% of listed bonds originating outside of Singapore.

SGX is the world’s most liquid offshore market for the benchmark equity indices of China, India, Japan and ASEAN and offers commodities and currency derivatives products. Headquartered in AAA-rated Singapore, SGX is globally recognised for its risk management and clearing capabilities. For more information, please visit www.sgx.com.

About S&P Global Market Intelligence
At S&P Global Market Intelligence, we know that not all information is important—some of it is vital. We integrate financial and industry data, research and news into tools that help track performance, generate alpha, identify investment ideas, understand competitive and industry dynamics, perform valuation and assess credit risk. Investment professionals, government agencies, corporations and universities globally can gain the intelligence essential to making business and financial decisions with conviction.

S&P Global Market Intelligence is a division of S&P Global (NYSE: SPGI), which provides essential intelligence for individuals, companies and governments to make decisions with confidence. For more information, visit www.spglobal.com/marketintelligence.

Copyright © 2016 by S&P Global Market Intelligence, a division of S&P Global. All rights reserved. The information contained in this Press Release and any referenced reports are for information purposes only. S&P Global Market Intelligence Parties assume no obligation to update the information contained herein or in any referenced reports (“Content”) following publication in any form or format. The Content is provided on an “as is” basis.

Media Contact

Vivian Liu
P.   +852 2841 1007
E. vivian.liu@spglobal.com

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