Tag Archives: multi-asset
Defining Paths: The Expanding Landscape of Options-Based Index Strategies
The investment landscape is in a perpetual state of evolution, with market participants continually seeking innovative tools. In recent years, options-based strategies—particularly those delivered through an ETF wrapper—have surged in popularity. Once the domain of institutional investors or structured product users, options-based strategies like covered call and buffered strategies have been democratized. This growth represents…
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S&P 500 FC 7% Index: The Gold Standard of Indices Meet’s Today’s Technology
Look inside the S&P 500 FC 7% Index, an innovative index that seeks to provide optimized exposure to the S&P 500 via BofA’s Fast Convergence technology by using intraday volatility signals to adjust component allocations to systematically increase stability and limit exposure to large drawdowns.
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Unlocking the Advantage of Volatility-Control Innovation
How are indices using new risk-control techniques to help enhance stability and responsiveness to evolving market conditions? Look inside the S&P 500 Advantage Index and explore how this innovative tool observes intraday volatility and uses estimations of future market movements to dynamically adjust its weights between equity and cash to navigate potential market declines and…
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Tactical Exposure to U.S. Asset Classes
How are multi-asset indices combining diversification and tactical signals to meet the challenges of today’s unpredictable markets? Meet the S&P U.S. Tactical Multi-Asset 4.5% TCA 0.65% Decrement Index, a rules-based solution that uses signals to dynamically adjust long and short exposures to its U.S. equity and fixed income components, all while targeting a 4.5% volatility…
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A Diversified Strategy for the 21st Century
How are multi-asset indices with built-in adaptability and risk mitigation helping market participants? Meet the S&P Global Diversified 7.5% Index, a multi-asset index designed for today’s markets, reflecting diversification across regions and asset classes and incorporating dynamic signals to help mitigate market uncertainty.
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Defining Outcomes Systematically with Indices
How are index innovations helping market participants address volatility and uncertainty? S&P DJI’s Anu Ganti and Calamos Investments’ Matt Kaufman discuss index-based approaches to defined outcomes.
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How Have the S&P/BMV IPC Leverage and Inverse Indices Performed in Volatile Periods?
Leveraged and inverse indices are widely used by investors looking for a measurement that magnifies performance or hedges against market downturns. For the Mexican equity market, S&P DJI provides market participants with an amplified or inverse view of the S&P/BMV IPC through the S&P/BMV IPC 2X Leverage Daily Index and S&P/BMV IPC Inverse Daily Index,…
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Applying Nobel Prize-Winning Volatility Research to the S&P 500
In unpredictable markets, the ability to more accurately model and predict volatility may offer unique benefits when applied to indices used in insurance and structured products. Learn how the S&P 500 Engle Indices measure dynamic exposure to the S&P 500 while applying a predictive volatility control mechanism, which employs a variation of the GARCH model…
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Introducing the S&P Commodity Risk Premia Diversifier TCA Index
The author would like to thank Arlene Habib for her contributions to this blog. Diversification is a foundational principle within asset allocation, as it seeks to reduce risk and mitigate drawdowns by combining exposure across different asset classes—like equities, fixed income and commodities—that generally do not move in tandem. Commodities, like energy and precious metals,…
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Direct Indexing: Launch of MyIndex™ with S&P DJI and Brooklyn Investment Group
What’s fueling the growing interest in direct indexing? S&P DJI’s Robby Ross and Brandon Hass sit down with Erkko Etula from Brooklyn Investment Group to explore how direct indexing solutions can enable investment managers to customize leading indices like the S&P 500 to meet specific objectives.
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