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parth-shah

Parth Shah

Parth Shah, CFA, FRM, Director, Derivative Indices

Parth Shah is Director, Derivative Indices at S&P Dow Jones Indices (S&P DJI). In his role, he is primarily responsible for the product management of multi-asset and option indices, which cover a variety of outcome-oriented index solutions including risk control, retirement, dynamic allocation, inflation hedging and sustainability. Parth works closely with the client coverage, marketing and research & design departments to bring new ideas to market and support their commercial success.​
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Sep 21, 2026

An Alternative Approach to Autocall Indices

We recently published the blog Indexing Autocalls, where we highlighted the continued investor demand for solutions that facilitate income generation—in particular, autocalls. S&P Dow Jones Indices recently launched the S&P 500 Futures 35% Volatility Compass Autocall Index, which takes a unique approach to incorporating autocall features within an index framework. The index measures the performance…

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