Quant shop started in 1995 and has a major presence in most key markets across the Asia Pacific region. It has dedicated offices in Sydney, Tokyo and Mumbai. Quant shop has created a series of free Bond Indices for Malaysia and Singapore that have become the local fixed income benchmarks.
The Malaysian Bond Indexes covers a wide varies of sub-indexes including MGS, GII, Cagamas, Corporate, Government, Conventional, Islamic and Combined. The Quant shop Malaysian Bond Indexes provide an independently created market index for comparisons of manager and fund performance.
Key Features and Coverage on RIMES
For this data source, RIMES hosts approximately 935 bonds and 230 indices.
Some of the bond and index data items available include:
- Average Convexity, Average Macaulay Duration, Average Yield to Worst, Bond Type, Clean Price, Coupon, Database Domain Code, Database Source, Database Symbol, Date of Portfolio, Description, Dirty Price, Frequency of Series, Investable Weight, Market Capitalization, Market Value in Local Currency, Maturity Date, Modified Duration, Notional Outstanding, Rating, Sector Description, Total Return, Weight in Index (Source), Years to Maturity, etc.