FTSE Russell signs collaboration agreement with Trendrating

FTSE Russell, the global index provider, has today announced that it has signed a collaboration agreement with momentum investing specialist and analytics firm, Trendrating. The agreement will see Trendrating work with FTSE Russell to develop new innovative momentum indexes. The range of products will incorporate Trendrating’s unique momentum model and supporting data as a core component of the methodology.
Founded in 2013 by Rocco Pellegrinelli, Trendrating provides a range of tools designed to maximize investment performance and improve risk control. Currently more than 100 institutional fund managers across Europe, the U.S. and Asia use the company’s momentum metrics to help them improve their investment decision making process.
This latest announcement will strengthen FTSE Russell’s existing range of factor products, including the FTSE Global Factor Index Series and the FTSE Global Diversified Factor Index Series. These indexes are used by institutions as both a performance benchmark and risk management tool, and by product issuers as a foundation for new ETFs and funds. Over the last 12 months, Deutsche Bank, J.P. Morgan, O’Shares and State Street Global Advisors have all developed products linked to the indexes.
Mark Makepeace, CEO of FTSE Russell says:
“As passive investment requirements become increasingly sophisticated, we have seen strong demand for our factor indexes from a variety of market participants. As a result, we are delighted to collaborate with Trendrating to expand our offering by creating a range of new momentum indexes. The products will be developed using both firms’ expertise and supported by FTSE Russell’s longstanding commitment to strong and transparent governance.”
Rocco Pellegrinelli, Founder and CEO of Trendrating says:
“Momentum is a strong and persistent factor, rapidly gaining popularity among top global asset managers as a key component in portfolio construction and tactical allocation. This collaboration with FTSE Russell represents a huge leap forward for momentum investing and further endorses our momentum model as one of the leading methods to enable fund managers to harness the power of this important factor.”
According to the first FTSE Russell retail financial advisor survey, smart beta and factor index adoption by financial advisors is prevalent and broad-based. The 2015 FTSE Russell Smart Beta survey of U.S. financial advisors confirms an increased interest in, and adoption of, multiple smart beta indexes among retail financial advisors. Survey results show that nearly half (48%) of the financial advisors surveyed use an equal weight index or plan to use one in the near future, and more than half (52%) are already using or very likely to use a low volatility index.
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For further information:
FTSE Russell
Global Media
Harry Stein
Mark Benhard +44 (0) 20 7797 1222
+1 212 314 1199
Regional Contacts
Hong Kong: Fennie Wong
Sydney: Laura McCrackle +852 2164 3267
+61 2 9293 2867
Notes to editors:
About FTSE Russell:
FTSE Russell is a global index leader that provides innovative benchmarking, analytics and data solutions for investors worldwide. FTSE Russell calculates thousands of indexes that measure and benchmark markets and asset classes in more than 80 countries, covering 98% of the investable market globally.
FTSE Russell index expertise and products are used extensively by institutional and retail investors globally. Approximately $10 trillion is currently benchmarked to FTSE Russell indexes. For over 30 years, leading asset owners, asset managers, ETF providers and investment banks have chosen FTSE Russell indexes to benchmark their investment performance and create ETFs, structured products and index-based derivatives.
A core set of universal principles guides FTSE Russell index design and management: a transparent rules-based methodology is informed by independent committees of leading market participants. FTSE Russell is focused on applying the highest industry standards in index design and governance and embraces the IOSCO Principles. FTSE Russell is also focused on index innovation and customer partnerships as it seeks to enhance the breadth, depth and reach of its offering.
FTSE Russell is wholly owned by London Stock Exchange Group.
For more information, visit www.ftserussell.com
© 2016 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited (“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, “FTSE TMX”) and (4) MTSNext Limited (“MTSNext”). All rights reserved.
FTSE Russell® is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. “FTSE®”, “Russell®”, “FTSE Russell®” “MTS®”, “FTSE TMX®”, “FTSE4Good®” and “ICB®” and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX.
All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein.
No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE Russell Indexes or the fitness or suitability of the Indexes for any particular purpose to which they might be put.
No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this communication should be taken as constituting financial or investment advice. No member of the LSE Group nor their

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