December 2017
Pedagogy Eurex Market-on-Close Futures
Eurex Market-on-Close Futures (Eurex MOC Futures) are designed to significantly facilitate MOC trading since the index futures can be traded at the underlying cash market index close ahead of its actual publication.
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November 2017
Pedagogy Chinese Stocks in Focus
China’s stock market is one of the surprises of 2017. In early March developed market equities reached their highest point in euro terms but slipped thereafter, while stocks from emerging countries, especially from China, have continued to grow at a (...)
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September 2017
Pedagogy MBS: Size, Depth & Liquidity
With a low volatility profile and steady yield, returns from mortgage-backed securities beat other medium and high-quality fixed income securities over time. The market has had a radical reform since it took a hit during the financial crisis; those who seek a truly (...)
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December 2016
Pedagogy Eurex Exchange: Index Total Return Futures (TRF)
Index Total Return Futures (TRF) are designed to offer a listed solution for trading the implied equity repo rate. Index TRFs aim to replicate the payoff profile of an Index Total Return Swaps (TRS) in a cost efficient way. The first TRF product launch will be the EURO STOXX (...)
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December 2016
Pedagogy EURO STOXX 50® Total Return Futures
About Implied Repo Rate | Product Summary | Your Benefits Trading EURO STOXX 50® Total Return Futures | Product Structure | TRF Product Specifications | Motivation & Examples
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October 2016
Pedagogy Using Risk Premia for a true diversified portfolio
For investors seeking meaningful diversification of their portfolios, alternative beta strategies (sometimes called liquid risk premia) have low or no market beta and, if executed correctly, have low correlations to the major asset (...)
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April 2016
Pedagogy Performance fee impact
These fees are far from being insignificant for investor returns. According to Duncan Wilkinson, CEO of Alpha Simplex, more and more hedge fund managers, especially in the United States, have decided to offer products without any performance fees; a trend that should (...)
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January 2015
Pedagogy Invest in domestic chinese stocks with ETFS-E Fund MSCI China A GO UCITS
In May 2014, ETF Securities partnered with E Fund, one of the largest asset managers in China, to launch a physical exchange-traded fund (ETF) that tracks physical A-shares listed in China. It is the first UCITS ETF to track the MSCI China A (...)
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October 2014
Pedagogy Infrastructure : A Growing asset class
Even if infrastructure investments shares some of the characteristics with fixed income (long term predictable yield), real estate (investing in physical assets) and private equity (leverage is used), its popularity is increasing among (...)
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February 2014
Pedagogy Amundi Funds Absolute Global Dividend aim for 150 to 200M€ in managed assets over a period of 12 months
According to Warin Buntrock, fund manager of Amundi Funds Absolute Global Dividend in BFT Gestion, the investors feedback is encouraging. As proof, the fund, launched on 15th April 2013, is today 65 million worth in assets under (...)
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February 2014
Pedagogy What is a dividend "future"?
A dividend future is a forward contract traded on an organized market, allowing taking a position on the amount of dividends paid by a publicly traded company to its shareholders for a specific maturity date. It is not necessary to hold shares in the company to intervene in (...)
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April 2013
Pedagogy BNP Paribas L1 Equity World Low Volatility
The Fund BNP Paribas L1 Equity World Low Volatility seeks to outperform the MSCI World Index over a full market cycle with risk reduction objective and limiting tracking error risk level. Absolute volatility is targeted to be lower than the MSCI World (...)
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September 2012
Pedagogy New milestones achieved in Eurex’s futures on French government bonds
Eurex Exchange has recently set several new records in its Euro-OAT Futures. In August 2012, open interest exceeded for the first time the 100,000 threshold with 104,869 contracts. Trading volume in July also set a new record, both in average daily volume with about 19,600 (...)
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February 2012
Pedagogy Variable Annuities : the future of Life Insurance ?
As products at the forefront of finance and Insurance which propose a number of types of guarantees and multiple options corresponding, in theory, to the essential needs of clients (availability of funds, profitability, security), Variable Annuity stands to become the new (...)
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November 2011
Pedagogy How to develop a quantitative model for stock picking ?
Cyrille Collet, Christian Lopez and Alexander Decoene from CPR AM show us how to make static combinations of factors to create a model for stock picking on a given universe ...
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