Tag Archives: futures
Green Pools: Evolving ESG Trading Ecosystems
Compared to the wide range of liquid, tradable instruments associated to more traditional benchmarks like the S&P 500®, the trading ecosystem of ESG-based investment products is still in its infancy. But, with the increased volume in listed futures linked to the S&P 500 ESG Index and S&P Europe 350® ESG Index, change is afoot. Of…
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2022, Canada FA, clean energy, climate, ecosystem, equities, ESG, ETF, ETFs, IET, Index Investment Strategy, liquidity, market efficiency, Net Zero, Option, options, passive management, S&P 500, S&P 500 ESG, S&P 500 ESG Index, S&P DJI ESG, S&P Europe 350 ESG, S&P Europe 350 ESG Index, Sherifa Issifu, Trading, Trading Volumes, US, US equity, US FA, volumes
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- 2022, Canada FA, clean energy, climate, ecosystem, equities, ESG, ETF, ETFs, IET, Index Investment Strategy, liquidity, market efficiency, Net Zero, Option, options, passive management, S&P 500, S&P 500 ESG, S&P 500 ESG Index, S&P DJI ESG, S&P Europe 350 ESG, S&P Europe 350 ESG Index, Sherifa Issifu, Trading, Trading Volumes, US, US equity, US FA, volumes
The S&P Systematic Global Macro Index – Trending to New Highs
The S&P Systematic Global Macro Index (S&P SGMI) is a trend-following strategy that takes long or short positions in 37 constituent futures across equites, commodities, fixed income, and FX. In 2020, the S&P SGMI did particularly well during the COVID-19-related drawdowns, finishing March up 11.3%, and closing the year at an all-time high. Thus far…
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Core Considerations: Why Liquidity Matters
Learn how the liquidity and interconnectivity of the S&P 500 ecosystem benefits market participants. CME Group’s Tim McCourt and State Street Global Advisors’ Rob Forsyth join S&P DJI’s Craig Lazzara to discuss. Learn more: https://www.spglobal.com/spdji/en/research/article/a-window-on-index-liquidity-volumes-linked-to-sp-dji-indices/
- Categories Equities
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Assessing Gold’s Ascent
What’s driving demand for gold this year? S&P DJI’s Jim Wiederhold and CME Group’s Blu Putnam explore what’s pushing gold prices up and how investors are putting the precious metal to work in portfolios.
- Categories Commodities
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- Commodities
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Why S&P 500 and DJIA Futures Could Be Useful for Asian Investors during the COVID-19 Selloff
The co-movement of returns that emerged from the interconnection of global markets has important consequences in terms of portfolio hedging and risk management. In our paper, Regional Relevancy of S&P 500® and Dow Jones Industrial Average Futures® in Asia, we highlighted three characteristics of S&P 500 and Dow Jones Industrial Average (DJIA®) futures could potentially…
- Categories S&P 500 & DJIA
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- S&P 500 & DJIA
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The S&P Systematic Global Macro Index – Catching the Trend
Trend-following strategies have the potential to outperform during periods of crisis, and that is exactly what the S&P Systematic Global Macro Index (S&P SGMI) did during the COVID-19-related drawdowns. Here we will examine this index and attribute its performance YTD. The S&P SGMI is a trend-following strategy that takes long or short positions in 37…
- Categories Commodities, Equities, Fixed Income
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- Commodities, Equities, Fixed Income
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A Cast of Crude Oil Indices
Over the past two decades, innovation in futures-based commodity indexing has allowed for the launch of commodity indices beyond broad market beta indices and into more sophisticated strategies with non-traditional roll mechanisms or contract selection. In that vein, S&P Dow Jones Indices (S&P DJI) offers a wide variety of oil indices that offer exposure at…
- Categories Commodities, Equities
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- Commodities, Equities
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Crude Oil Can Get Carried Away by Contango
The long-term impact of the COVID-19 pandemic on commodities markets is not yet known. There have undoubtedly been short-term impacts on supply and demand, ranging from a collapse in oil demand to supply disruptions at individual mines as a result of COVID-19 infections among mine employees. The longer-term implications of these demand and supply shocks,…
- Categories Commodities
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Liquid, Long/Short Alternative Strategies Performed Strongly in Q1 2020
With the stock market in the midst of a historic slump, many investors may be looking to alternatives to protect against a prolonged downturn. The S&P Strategic Futures Indices are designed to measure the performance of passively constructed, liquid, and transparent solutions by spreading risk evenly across global futures markets utilizing a long/short trend-following strategy…
- Categories Commodities, Equities, Fixed Income
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- Commodities, Equities, Fixed Income
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Indexing Managed Futures Strategies
Managed futures strategies generally tend to be trend following, which means that when an individual asset shows a clear price uptrend (or downtrend), the strategy will hold a long (or short) position in the asset. The strategies use a wide variety of quantitative models that utilize highly liquid, regulated, exchange-traded financial derivatives across equity, fixed…
- Categories Commodities, Equities, Fixed Income
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