After a strong 2013, the US equity market took a dive in January 2014 and dropped more than 3%. Is it a temporary market correction or something more substantial? Everyone has his own answer. Regardless of your outlook of the market, January has reminded us that market volatility is still one of the major risks […]
On December 9, 2013, the annual William F. Sharpe Indexing Achievement Awards were presented at the Eighteenth Annual IMN Global Indexing and ETFs Conference in Scottsdale, Arizona. Here are the first two awards that were presented — (1) Indexing Innovation of the Year — S&P 500 Dynamic VEQTOR Index, which dynamically allocates long-only exposure between […]
Today I’m going to discuss three prepacked investment solutions that seek positive exposure to the equity market with different volatility reduction approaches: S&P 500 Low Volatility Index: uses stock selection and alternative weighting to minimize portfolio volatility without the use of derivatives or active hedge. PowerShares has issued an ETF (ticker SPLV) that tracks this […]
Portfolio Managers to Discuss VEQTOR and Options Benchmark Indexes on March 17 – By Matt Moran
On March 17 at the 30th Annual CBOE Risk Management Conference in Florida, I will participate in panel discussion of Historical Performance of Options-Related Strategies with these three investment management experts – Karl A. Schneider, CAIA, Vice President, State Street Global Advisors Doug Kramer, Chief Executive Officer, Horizon Kinetics Theodore Samulowitz, Vice President – Portfolio […]
Education, Futures and Options, Performance, VIX, Volatility
BXM, BXY, LOVOL, PUT, VIX