Tag Archives: Volatility Management
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.
- Categories Multi-Asset
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A Dynamic Approach to Volatility Management
How can indices seek to maintain a pre-defined level of implied volatility? Look inside the S&P 500 Futures Defined Volatility Indices, a dynamic, rules-based approach to volatility management helping market participants align investments with risk appetites systematically.
- Categories Multi-Asset
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Examining the Effectiveness of Defensive Strategy Indices
What does history have to say about the effectiveness of factor indices as defensive tools? S&P DJI’s Craig Lazzara explores defense beyond bonds and how defensive factors influence risk/return in different market environments.
How the S&P Managed Risk 2.0 Indices Dynamically Respond to Risk
Explore how a transparent, rules-based approach to risk management is designed to offer participation and downside protection with S&P DJI’s Tianyin Cheng. To learn more, read Tianyin’s latest blog, “The Trade-Off between Upside Participation and Downside Protection.”
- Categories Equities
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- Equities
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