ETF Research & Solutions
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ETF Research & Solutions
portfolio construction, factors, smart beta, risk mitigation
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April 11, 2012 6:48 PM
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Stocks Plunge On Rare Equity-Gold Decoupling

Stocks Plunge On Rare Equity-Gold Decoupling | ETF Research & Solutions | Scoop.it
Equities suffered their largest single-day drop in 4 months as for once Apple was unable to single-handedly hold up the index letting it drop closer to its credit-oriented risk.
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April 11, 2012 12:40 PM
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Un premier trimestre record pour la gestion alternative

Petit retour sur un premier trimestre record pour la gestion alternative, nettement aidés par la forte détente observée sur les marchés… Ce rebond sera-t-il durable?
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April 6, 2012 6:03 AM
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Investir dans le vin ?

Investir dans le vin ? | ETF Research & Solutions | Scoop.it
Le Liv-ex 100, le principal indice de référence de l’industrie du vin, a progressé de 2,5% depuis le début de l’année, tandis que le Liv-ex 50, fortement pondéré par les premiers crus, a lui augmenté de 3,1%.
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April 5, 2012 3:27 AM
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Which are riskier: stocks or bonds? Independent Financial Advice

Which are riskier: stocks or bonds? Independent Financial Advice | ETF Research & Solutions | Scoop.it
 
Bond bubble myth explored
  
      Bond prices are very high relative to their prices over the past 40 years so it is tempting think they are in a bubble and will drop sharply in price.
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April 4, 2012 3:07 PM
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High Yield Credit Fundamentals Starting To Crack

High Yield Credit Fundamentals Starting To Crack | ETF Research & Solutions | Scoop.it
We have been warning of the uncomfortable current similarities to last year's (and for that matter cycle after cycle) high-yield credit underperformance / lagging behavior 'canary-in-the-coalmine' relative to the exuberant equity market for a month...
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April 3, 2012 3:05 PM
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10 'Facts' That Should Worry Europe's Equity 'Fiction'

10 'Facts' That Should Worry Europe's Equity 'Fiction' | ETF Research & Solutions | Scoop.it
As the first day of the quarter brings new money and new hope for global asset allocators, Credit Suisse has shifted to a more negative 'underweight' stance to European equities.
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April 2, 2012 1:17 PM
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Les meilleures sources d’informations sur les marchés d’options

Quelques blog sélectionnés pour découvrir et mieux comprendre ce marché très particulier.
Attention, ces blogs sont en général très techniques ...

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March 29, 2012 3:09 PM
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PIMCO's Bill Gross: How To Generate Returns in Low Yield Environment

PIMCO's Bill Gross: How To Generate Returns in Low Yield Environment | ETF Research & Solutions | Scoop.it
PIMCO's bond vigilante in chief, Bill Gross, is out with some pertinent commentary addressing how investors can generate returns in a low yield environment while still keeping risk reduced.Given that the Federal Reserve has signaled they'll keep...
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March 29, 2012 3:02 PM
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1987 Redux Or Sweet Serenity

1987 Redux Or Sweet Serenity | ETF Research & Solutions | Scoop.it
The last time the S&P 500 rallied in such a serene manner as the current trend was March 1987 - a few months before monetary imbalances came undone and crashed in October 1987.
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March 25, 2012 11:45 PM
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Correction boursière : simple pause ou nouveau cycle baissier ?

Correction boursière : simple pause ou nouveau cycle baissier ? | ETF Research & Solutions | Scoop.it
La correction boursière annoncée est en train de se produire, depuis quatre séances les indices européens refluent assez nettement...
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March 23, 2012 2:10 AM
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Tail Risk Hedging 101: Credit

Tail Risk Hedging 101: Credit | ETF Research & Solutions | Scoop.it
With volatility so low and risk seemingly removed from any- and every-one's vernacular, perhaps it is time to refresh our perspective on downside and tail-risk concerns.
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March 17, 2012 6:29 AM
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Here Is Why Everything Is Up Today - From Goldman: "Expect The New QE As Soon As April"

Confused why every asset class is up again today (yes, even gold), despite the pundit interpretation by the media of the FOMC statement that the Fed has halted more easing? Simple - as we said yesterday, there is $3.6 trillion more in QE coming.
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March 14, 2012 4:41 PM
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Bourses américaines : "Il y a un phénomène de survalorisation"

Bourses américaines : "Il y a un phénomène de survalorisation" | ETF Research & Solutions | Scoop.it
L'économiste Pierre Sabatier estime que les marchés américains doivent leur bonne santé à la survalorisation des actions et à la politique de soutien de la Fed.
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April 11, 2012 6:48 PM
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The Danger Of HY ETFs

The Danger Of HY ETFs | ETF Research & Solutions | Scoop.it
Via Peter Tchir of TF Market Advisors, The fact that the High Yield ETFs are trading at a discount should be a big concern to anyone in the high yield market, not just those who own the ETF.  There is a real risk that this discount can translate...
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April 9, 2012 2:50 AM
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Copper and Yuan Carry Trade

Copper and Yuan Carry Trade | ETF Research & Solutions | Scoop.it
 
By EconMatters
 
Copper fell more than 3% on Wednesday, April 4, its most in nearly two months after the latest meeting minutes from the U.S. Federal Reserve meeting showed policymakers seem not quite ready to launch further economic stimulus.
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April 6, 2012 5:36 AM
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Actions à hauts dividendes : bulle prête à exploser ou opportunité de l'année?

Actions à hauts dividendes : bulle prête à exploser ou opportunité de l'année? | ETF Research & Solutions | Scoop.it
Une sélection d'articles pour se faire une opinion sur les actions à haut dividendes.
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April 4, 2012 6:03 PM
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Stocks Have Second Biggest Plunge Of 2012

Stocks Have Second Biggest Plunge Of 2012 | ETF Research & Solutions | Scoop.it
Treasury yields retraced more than 50% of their rise post-FOMC yesterday leaving them only marginally higher on the week as, despite another late afternoon light volume surge to VWAP, stocks closed with their second biggest daily loss of the year.
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April 4, 2012 6:57 AM
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Les meilleures sources pour suivre les ETFs, ETNs et autres ETCs

Les meilleures sources pour suivre les ETFs, ETNs et autres ETCs | ETF Research & Solutions | Scoop.it
Sélection des meilleurs sites internet pour suivre le marché des produits financiers échangés en bourse, les lancements de produits (ETFs, ETNs, ETCs, etc.) et les performances de chaque instrument financier.
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April 2, 2012 1:19 PM
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Source et J.P Morgan lancent un fonds pour s'exposer à la volatilité

Source et J.P Morgan lancent un fonds pour s'exposer à la volatilitéBourseReflex.com(AOF / Funds) - JP Morgan et Source ont lancé le JP Morgan Macro Hedge Dual TR Source ETF, un fonds libellé en euros qui vise à permettre aux investisseurs de...
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April 2, 2012 12:42 AM
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The Muppets Are Confused How Goldman Is Both Bullish And Bearish On Stocks At The Same Time

The Muppets Are Confused How Goldman Is Both Bullish And Bearish On Stocks At The Same Time | ETF Research & Solutions | Scoop.it
Ten days ago, Goldman's Peter Oppenheimer published the "Long Good Buy, The Case For Equities", a big research piece, full of pretty charts and witty bullets, which actively urged the rotation out of bonds and into stocks, yet not only marked the...
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March 29, 2012 3:03 PM
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Question of the Day: What is the Commodities Sector Seeing that the Stock Market Doesn't?

Question of the Day: What is the Commodities Sector Seeing that the Stock Market Doesn't? | ETF Research & Solutions | Scoop.it
Please consider a series of chart my friend "BC" put together of various indices vs. the Morgan Stanley Commodity Related Equity Index ($CRX).
$SPX vs. $CRX
click on any chart for a sharper image
$CYC vs.
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March 29, 2012 9:32 AM
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Revue des arguments et prévisions sur l'évolution future de l'or

Revue des arguments et prévisions sur l'évolution future de l'or | ETF Research & Solutions | Scoop.it
Vision des experts sur les évolutions futures du métal jaune...
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March 25, 2012 2:39 AM
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Goldman Skewers Muppets Again: Worst Week For Stocks, Best for Long End Bonds

Goldman Skewers Muppets Again: Worst Week For Stocks, Best for Long End Bonds | ETF Research & Solutions | Scoop.it
While stocks staged an 'interesting' recovery this afternoon, it was not enough to save them from a fate-worse-than-death - a red-weekly-close!
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March 20, 2012 4:24 PM
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L'info en + sur l'or

L'info en + sur l'or | ETF Research & Solutions | Scoop.it
L'or est-il encore une valeur refuge ? Les cours de l'or sont-ils trop élevés ? Peuvent-ils encore monter ? Comment appréhender l'or dans une gestion de son patrimoine ?
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March 17, 2012 6:14 AM
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Le rally boursier va-t-il encore durer?

Le rally boursier va-t-il encore durer? | ETF Research & Solutions | Scoop.it
En hausse depuis trois mois, la bourse américaine a retrouvé ses niveaux de la fin 2007. Et en Europe, la France a enregistré un rebond encore plus marqué. L'embellie pourrait ainsi durer jusqu'au mois de mai.
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