Tag Archives: Trading Volumes
Mapping the S&P 500 Trading Ecosystem
A new paper published today provides a new perspective on the active usage of products linked to S&P DJI indices, and illustrates the network of liquidity that has developed around the S&P 500® and other popular benchmarks. “Active” and “passive” are colloquial terms, and it can be hard to distinguish one from the other at…
- Categories S&P 500 & DJIA, Strategy
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When to Get Active with Sectors
When do sectors matter, and what can you do about it? Sometimes the sector composition of an equity portfolio strongly affects its returns. At other times, single stock effects or overall market effects dominate. Sector-based products such as ETFs and futures have been around for decades, but recently they have attracted growing interest. Exhibit 1…
- Categories S&P 500 & DJIA, Strategy
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