Scientific Beta

LAPF Investments: "ERI Scientific Beta, a smart beta index provider set up by EDHEC Business School, has launched a long-short equity market neutral index, which aims to gain exposure to low volatility stocks with a strong leverage effect. The full name of the index is the Scientific Beta Developed Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral Index (x3.5)."

LAPF Investments October 2017

"(...) ERI Scientific Beta, a smart beta index provider set up by EDHEC Business School, has launched a long-short equity market neutral index, which aims to gain exposure to low volatility stocks with a strong leverage effect. The full name of the index is the Scientific Beta Developed Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral Index (x3.5). It aims to benefit from long-term rewarded factors in a universe of large and mid cap companies in the developed world. Returns are amplified through the use of 3.5 x leverage, keeping volatility below 8%. (...)"