Pedagogy EURO STOXX 50® Total Return Futures
About Implied Repo Rate | Product Summary | Your Benefits Trading EURO STOXX 50® Total Return Futures | Product Structure | TRF Product Specifications | Motivation & Examples
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Note Building Minimum Variance Portfolios with low risk, low drawdowns and strong returns
This paper provides an introduction to the STOXX Minimum Variance Indices and aims to achieve three things : i) an overview of minimum variance investing ii) the methodology for the construction and maintenance of the STOXX Minimum Variance Indices, highlighting the unique (...)
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News ETFGI reports Crypto ETPs listed globally gathered net inflows of US$785 million during March 2022
ETFGI, a leading independent research and consultancy firm covering trends in the global ETFs/ETPs ecosystem, reported today that Crypto ETFs and ETPs listed globally gathered net inflows of US$785 million during March, bringing Q1 net inflows to US$859 million, which is (...)
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Innovation ING launches NL20 Index Sprinters
Today we proudly announce that ING Bank has started offering Sprinters based on the NL20 Index. The products will be tradable as of 16 June 2014 and will offer the possibility to profit from leveraged participation in the price movement of the NL20 (...)
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Strategy The index revolution (finally) comes to hedge funds
One common knock on factor models is that they “replicate only beta” – not the pure alpha gold that allocators seek. This critique pre-dates the appreciation of factor rotations. Outside of some ivory tower statistics class, no one questions the “alpha” generated by, for (...)
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Innovation Koris International launches trackinsight.com first european ETFs analysis platform
Koris International, European reference in dynamic asset allocation solutions, today announces the launch of TrackInsightTM, the first platform providing analyses on the replication quality of European ETFs for institutional (...)
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News Leading megatrend tech ETF says Tesla remains undervalued
Anthony Ginsberg, Co-creator of the HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK), says despite the recent meteoric rise in the share price of Tesla, the company is undervalued.
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Innovation Solactive licenses Smart City and Smart Factory Indices to Amundi
According to a forecast of the United Nations, more than 68% of the world’s population will live in urban areas by 2050, and smart technology can help to tackle the challenges emerging from this trend of rapid urbanization...
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People Moves Lyxor appoints Vincent Denoiseux as Head of ETF Research and Solutions
The use of ETFs is now pervasive among most investor types in Europe and ETFs are increasingly credible options for building and optimising portfolios. To better serve the ever-evolving needs of its clients, Lyxor has appointed Vincent Denoiseux in a newly created role as (...)
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Strategy Is Low Volatility investing overcrowded?
One may reasonably argue that the recent flows into the Low Volatility strategies might affect their future performance because of the flow pressure on the prices of the companies that generally are selected by this investment approach. More recently, some market (...)
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Innovation Euronext and Vigeo create a new esg index dedicated to companies from emerging market countries
Euronext, the primary exchange in the Eurozone, and Vigeo, the leading European agency in Corporate Social Responsibility ratings, will launch a new ESG Index on the 22 June 2015: Euronext-Vigeo EM 70.
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Innovation Solactive launches Low Carbon Index Family
Solactive AG in collaboration with South Pole Group has launched a low-carbon equity index family. The low-carbon index family will cover global and regional exposures to carbon, and aside from the liquid benchmark, offer a smart beta version for investors focusing on income (...)
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Innovation Solactive introduces global gender diversity Index Licensed to UBS
Solactive, the German multi-asset index provider, is launching the Solactive Global Gender Diversity Index which will be licensed to UBS. The index enables investors to integrate a gender-focused perspective in their investment strategies by choosing companies from a global (...)
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Pedagogy Eurex Exchange: Index Total Return Futures (TRF)
Index Total Return Futures (TRF) are designed to offer a listed solution for trading the implied equity repo rate. Index TRFs aim to replicate the payoff profile of an Index Total Return Swaps (TRS) in a cost efficient way. The first TRF product launch will be the EURO STOXX (...)
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Innovation State Street Global Advisors Launches Four Advanced Beta Equity ETFs
State Street Global Advisors, the asset management arm of State Street Corporation, announced the launch of four advanced beta equity exchange-traded funds (ETFs). The SPDR MSCI Europe Value Weighted UCITS ETF, SPDR MSCI USA Value Weighted UCITS ETF, SPDR MSCI Europe Small (...)
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