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Tag Archives: dynamic volatility control mechanism

Mar 24, 2020

Riding through Volatility with the S&P Balanced Global Bond and Equity Futures Index

The S&P Balanced Global Bond and Equity Futures Index (the S&P BEF Index) is designed to deliver consistent returns through various market cycles by exploiting the complementarity between equities and bonds during market crisis, and adjusting the allocation to component indices on a daily basis to achieve a stable risk level (what we call a…

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