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Tag Archives: volatility control

Apr 2, 2025

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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Mar 27, 2024

Meet the S&P 500 Dynamic Intraday TCA Index

Combining a trend-following mechanism with the ability to rebalance up to 13 times during the trading day, this innovative multi-asset index seeks to provide a more stable volatility experience by leveraging the next generation of risk control technology.

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