Tag Archives: index futures

Jul 22, 2020

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…

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Jul 4, 2018

The Use of Index Derivatives in Portfolio Management

Index derivatives exist for all asset classes, and over time their use has grown exponentially for a variety of purposes. Still, many myths abound that their chief function is for speculative activity. The ability to leverage by investing a small amount to gain exposure to a much larger investment is the key benefit of index…

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