London Stock Exchange Group (LSEG) has entered into a licensing agreement with CBOE Holdings, to develop and list options based on more than two dozen FTSE and Russell indices. Under the agreement, cash-settled options on these indices will now be
STOXX Limited has expanded its smart beta offering with the release of a new index family that selects components based on their Sharpe ratios. The STOXX Sharpe Ratio indices include stocks from the respective benchmarks that have the highest Sharpe
The gross return of the SS&C GlobeOp Hedge Fund Performance Index for January 2015 measured 1.18%, while fund flows as measured by the SS&C GlobeOp Capital Movement Index advanced 0.63% in February. “Net flows were positive for the month of
FTSE Group has expanded of its established FTSE Infrastructure Index Series with the launch of two capped indices to complement the FTSE Core Infrastructure Indices The new indices are: the FTSE Global Core Infrastructure Capped 50/50 Index and the FTSE
S&P Dow Jones Indices (S&P DJI) has added the S&P Quality Nordic Index to its rapidly expanding global lineup of factor-based indices. The new index, which is designed to provide a basis for exposure to high quality stocks in the
The Chicago Board Options Exchange (CBOE) has begun disseminating values for three new CBOE volatility indexes using the prices of CME Dollar/Euro, Dollar/British Pound and Dollar/Japanese Yen futures options. The CBOE/CME FX Euro Volatility Index (EUVIX), the CBOE/CME FX British
In the last full trading week of the year, the closing of the books was crudely interrupted by a crossover from chaos in the energy markets, accompanied by a total collapse in the Russian Rouble, says Tim Edwards, Index Investment
Asset managers have told TABB Group that they are focusing more attention on index derivatives as market structure changes in both OTC and cash markets are impacting their portfolio decisions. As they change the way they manage cash flows and
Eurekahedge has launched a new index, the Eurekahedge 50, created in partnership with Markov Processes International, which tracks the world top 50 hedge funds in terms of consistently attractive risk-adjusted returns. The index was created to meet the demands of
Demand for smart beta indices across Europe is growing, according to research conducted for ETF provider Invesco PowerShares. Existing smart beta users confirmed that, by 2017 the percentage of assets invested into smart beta products is expected to be 18%,
