ETF Research & Solutions
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ETF Research & Solutions
portfolio construction, factors, smart beta, risk mitigation
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January 22, 2013 3:31 AM
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Ces gérants qui battent le CAC - Laurent Dobler

Ces gérants qui battent le CAC - Laurent Dobler | ETF Research & Solutions | Scoop.it
Un fonds Actions européennes qui signe près de 15 % annualisé depuis trois ans*, qui surperforme sa catégorie depuis cinq ans et dont le gérant est classé 5eme sur 493 par Citywire... ne cherchez plus, Sicavonline l'a trouvé !
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January 20, 2013 4:58 AM
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6 Market Predictions for 2013 from Bond Guru Jeff Gundlach

6 Market Predictions for 2013 from Bond Guru Jeff Gundlach | ETF Research & Solutions | Scoop.it
In a CNBC interview Thursday with Gary Kaminsky, Jeff Gundlach gave his 6 market predictions for 2013.  Here they are:
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January 20, 2013 4:48 AM
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Herbalife Short Interest Explodes In Last Week Of 2012

Herbalife Short Interest Explodes In Last Week Of 2012 | ETF Research & Solutions | Scoop.it
Three weeks ago, when we suggested, correctly, that Whitney Tilson's involvement in the Herbalife theater was the absolutely infallible "contrarian buy" signal, as the only logical next step was a short squeeze, we were amazed by the rapid rise in...
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January 20, 2013 4:45 AM
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CruciVIXion

CruciVIXion | ETF Research & Solutions | Scoop.it
The USD ends the week up over 0.6%, Treasury yields down 2-4bps, Silver up 4.6%, Oil 2%, and Gold 1.4%; but it is VIX that rules the waves of unreality this week as it collapsed from this morning's unchanged on the week, played catch down to stocks...
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January 14, 2013 8:50 AM
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Corporate Bonds: Is There Upside?

Corporate Bonds: Is There Upside? | ETF Research & Solutions | Scoop.it
Read full story for details.
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December 29, 2012 7:36 AM
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'Fiscal Cliff' Notes On Using VIX ETPs

'Fiscal Cliff' Notes On Using VIX ETPs | ETF Research & Solutions | Scoop.it
With Washington, D.C., is dithering now the perfect time for a VIX-related volatility ETP?
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December 28, 2012 5:17 AM
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Placement et plaisir ne riment pas toujours avec rendement

Placement et plaisir ne riment pas toujours avec rendement | ETF Research & Solutions | Scoop.it
Paralysés par les aléas boursiers, déçus par le rendement des fonds en euros, angoissés à l'idée d'une chute imminente des prix immobiliers, de plus en plus d'investisseurs se tournent vers des placements atypiques tels que les œuvres d'art,...
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October 31, 2012 9:18 AM
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How Central Bank Policy Impacts Asset Prices Part 2: Bonds

How Central Bank Policy Impacts Asset Prices Part 2: Bonds | ETF Research & Solutions | Scoop.it
The Fed sees the need to reduce interest rates as it takes over the US Treasury and MBS markets; but the ECB's actions are more aimed at reducing divergences between peripheral nations and the core.
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October 17, 2012 3:51 AM
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Top Alt Ucits manager ups Spanish and Italian exposure

Top Alt Ucits manager ups Spanish and Italian exposure | ETF Research & Solutions | Scoop.it
The A-rated long/short equity manager is taking Mario Draghi at his word and backing Southern Europe.
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October 8, 2012 4:19 PM
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Schwab Study: ETFs Are Here To Stay

Schwab Study: ETFs Are Here To Stay | ETF Research & Solutions | Scoop.it
Investors need to know more about ETFs, and that’s because they want to use them more, Schwab says.
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October 2, 2012 6:58 AM
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Where are we in the volatility cycle?

Where are we in the volatility cycle? | ETF Research & Solutions | Scoop.it

Just like the broader economy, market volatility moves in cycles. To know how seriously you should take risk scenarios and profit opportunities today, it helps to know where we are in the multi-year volatility cycle. Let’s think about the medium-term conditions for the stabilization of equities and check where were we are in the current market.


First, to understand the idea of cyclical volatility, we only need to look at a long-term chart of volatility. VIX will do. We can characterize a complete volatility cycle in four stages: the large initial shock, smaller aftershocks, a steep decline, and a period of stability.

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September 26, 2012 1:49 PM
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Berlin veut encadrer le trading à haute fréquence

Berlin veut encadrer le trading à haute fréquence | ETF Research & Solutions | Scoop.it
Cette pratique, qui consiste à acheter et vendre des titres par ordinateur à la vitesse de microsecondes, concerne 40 % des transactions financières au sein de l'UE.
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September 7, 2012 5:14 AM
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Bourse: PSA Peugeot Citroën sort du CAC40 à Paris

Bourse: PSA Peugeot Citroën sort du CAC40 à Paris | ETF Research & Solutions | Scoop.it
Le constructeur automobile français sera remplacé par le groupe belge de chime Solvay, après une décision du Conseil scientifique des indices. Le cours de PSA, en pleine crise financière, était très malmené.
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January 22, 2013 3:31 AM
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Goldman Sachs parie sur une renaissance des matières premières

Goldman Sachs parie sur une renaissance des matières premières | ETF Research & Solutions | Scoop.it
Rencontre avec Jeff Currie, responsable de la recherche matières premières de Goldman Sachs.
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January 20, 2013 4:52 AM
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Wall Street finit à son plus haut niveau en 5 ans

Wall Street finit à son plus haut niveau en 5 ans | ETF Research & Solutions | Scoop.it
Vendredi, le Dow Jones Industrial et le Standard and Poor's 500 se sont offerts des plus hauts niveaux depuis décembre 2007.Articles en rapportMalgré « l'affaire de la baleine », JPMorgan & Chase s'offre un bénéfice record en 2012La France reste l'un...
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January 20, 2013 4:45 AM
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Pictet On The Sudden Depreciation Of The Swiss Franc

Pictet On The Sudden Depreciation Of The Swiss Franc | ETF Research & Solutions | Scoop.it
Via Pictet, Following the recent fall of the Swiss franc against the euro, there were paradoxical comments on the opportunity on both moving the Swiss National Bank’s floor lower (say to 1.25 for example) or on abandoning it altogether (or moving...
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January 20, 2013 4:42 AM
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Guest Post: Is The Gold Price Dependent On China?

Guest Post: Is The Gold Price Dependent On China? | ETF Research & Solutions | Scoop.it
Submitted by John Aziz of Azizonomics blog,
China now buys more gold than the Western world:
Does that mean, as some commentators are suggesting, that future price growth for the gold price depends on China?
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December 30, 2012 3:24 AM
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How to Play the 4 Potential Economic Scenarios Over the Next 3 Years

How to Play the 4 Potential Economic Scenarios Over the Next 3 Years | ETF Research & Solutions | Scoop.it
Last week the Federal Reserve, made a very unusual announcement. It declared that it would could keep interest rates low as long as unemployment was above 6.5% and inflation was below 2.5%.
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December 29, 2012 7:25 AM
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What Countries Set to Outperform in 2013?

What Countries Set to Outperform in 2013? | ETF Research & Solutions | Scoop.it
If you read The Ivy Portfolio you would have seen a few sections on quant reversion strategies.
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December 28, 2012 3:32 AM
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The Ultimate Global Risk Matrix - In Seven Dimensions

The Ultimate Global Risk Matrix - In Seven Dimensions | ETF Research & Solutions | Scoop.it
Sometimes it takes 60 pages to describe where we have been this year; on other occasions it takes 28 pages to describe where we are going and why.
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October 31, 2012 9:17 AM
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Where Should Gold Be Based on Inflation?

Where Should Gold Be Based on Inflation? | ETF Research & Solutions | Scoop.it
 
Since the Financial Crisis erupted in 2007, the US Federal Reserve has engaged in dozens of interventions/ bailouts to try and prop up the financial system.
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October 10, 2012 6:52 AM
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The low volatility anomaly in the spotlight

The low volatility anomaly is getting some serious press these days. Historically that has not always been a good sign for future performance.
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October 8, 2012 3:49 AM
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Why Asset-Allocators Are Anxious And Balanced-Funds Are Baloney

Why Asset-Allocators Are Anxious And Balanced-Funds Are Baloney | ETF Research & Solutions | Scoop.it
Modern Portfolio Theory (MPT) is broken.
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September 30, 2012 11:49 PM
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Fundamentals suggest Asian bonds will continue to be attractive investment, says BNP Paribas

Fundamentals suggest Asian bonds will continue to be attractive investment, says BNP Paribas | ETF Research & Solutions | Scoop.it
Hedge Funds Review Asian bond markets will be supported by strong fundamentals. China will recover as a result of the government's five-year spending plans. But events in Europe and the US could derail Asian growth.
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September 25, 2012 12:20 PM
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Après les BRIC, les investisseurs se tournent vers de nouveaux pays émergents

Après les BRIC, les investisseurs se tournent vers de nouveaux pays émergents | ETF Research & Solutions | Scoop.it
Des concepts comme les «MIST», les «Next 11» ou les émergents «satellites» gagnent en popularité auprès des investisseurs. Mais une plus large diversification entraîne aussi de nouveaux types de risque.
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