Get Indexology® Blog updates via email.


CONTRIBUTOR
Contributor Image
lalit-ponnala

Lalit Ponnala

Director, Global Research & Design, S&P Dow Jones Indices

Lalit Ponnala is Director, Global Research & Design at S&P Dow Jones Indices (S&P DJI). In this role, he is responsible for the conceptualization, research, and design of factor-based indices and strategic solutions across multiple asset classes.
Full Bio
Sep 9, 2021

Introducing the S&P Multi-Asset Dynamic Inflation Strategy Index – Part 2

In a previous blog, we highlighted the objective of the S&P Multi-Asset Dynamic Inflation Strategy Index and summarized its methodology. We justified our strategy choice for each inflation regime (high, medium, low) and illustrated how the index dynamically switches between these strategies based on a monthly inflation forecast. In this blog, we will take a…

READ

May 13, 2020

Comparing Bottom-Up versus Top-Down Multi-Factor Construction

The S&P 500® Quality, Value & Momentum Multi-Factor Index is designed to measure the performance of stocks having the highest combination of quality, value, and momentum (QVM). It takes a “bottom-up” approach of scoring each stock on its individual factor attributes and selecting stocks that jointly score highest across all the factors [1]. In light…

READ


Get Indexology® Blog updates via email.

Indexology® Blog
Contributors

SEE ALL