‘ Themes and Strategy ’

Assets tracking Scientific Beta indices top $25bn

Feb 21st, 2018 | By
ERI Scientific Beta rolls out multi-strategy smart beta indices

Smart beta index provider ERI Scientific Beta has announced that assets tracking its indices reached $25 billion at the end of December 2017, up substantially from 30 June 2017 when assets under replication amounted to $16bn. Professor Noël Amenc, CEO of Scientific Beta, said, “[The indices] remain based on the double diversification of factor and specific risks, and do not sacrifice the latter in favour of a concentrated portfolio optimised in-sample.”



Vanguard unveils suite of actively managed factor ETFs in US

Feb 19th, 2018 | By
Vanguard CEO Tim Buckley.

Vanguard has launched six new factor-based ETFs — the firm’s first actively managed ETFs in the US — on Cboe ETF Marketplace. The suite consists of five single factor funds, targeting exposure to the minimum volatility, value, momentum, liquidity, and quality factors, and a multi-factor approach, each within the US equities universe. Vanguard CEO Tim Buckley, commented, “The newly launched factor funds represent a differentiated approach – disciplined, rules-based, targeted exposure to factors – along with Vanguard’s low costs.”



UBS launches accumulating share class for MSCI World SRI ETF

Feb 19th, 2018 | By
UBS launches accumulating share class for MSCI World SRI ETF

UBS Global Asset Management has introduced an accumulating share class for its UBS MSCI World Socially Responsible UCITS ETF on Deutsche Börse’s Xetra and Frankfurt exchanges.



Severe weather causing a storm in agricultural ETPs

Feb 19th, 2018 | By
Severe weather causing a storm in agricultural ETPs

London-based commodity ETP specialist ETF Securities has reported that weekly inflows into its agricultural ETPs reached their largest levels ever last week, totalling $54.7 million. The firm notes that the majority of agricultural commodities are trading higher in 2018 owing to severe weather conditions affecting forecasts of supply.



Amundi cross-lists equity ETFs on SIX

Feb 16th, 2018 | By
Amundi cross-lists four ETFs on the SIX

Amundi has cross-listed two equity ETFs onto SIX Swiss Exchange, further expanding its Swiss offering. One of the funds to be cross-listed tracks the EURO STOXX 50 and has been made available in three separate share classes. The other tracks the CAC 40.



Trends shaping the future of asset management

Feb 16th, 2018 | By
Peter Hopkins, chief operating officer of Style Research.

By Peter Hopkins, chief operating officer of Style Research.

As the industry works to cope with new regulation, wades through an outpouring of new products, learns to satisfy investors’ shifting priorities and manages the active-passive debate, the viability of business units will be questioned, and at times radical measures will be taken. It’s still early days for these trends shaping the future of asset management, but their impacts will be felt far and wide.



WisdomTree: How to trade the Brent/WTI oil spread using short and leveraged ETPs

Feb 15th, 2018 | By
WisdomTree: How to trade the Brent/WTI oil spread using short and leveraged ETPs

By Nick Leung, research analyst at WisdomTree in Europe.

A widening oil spread presents trading opportunities for oil investors. In this brief, we examine how short and leveraged oil ETPs can be used to efficiently trade oil price movements.



PIMCO: Regime change in bond markets?

Feb 15th, 2018 | By
Gene Frieda, executive vice president and global strategist at PIMCO.

By Gene Frieda, executive vice president and global strategist at PIMCO.

With a steady repricing of global bond markets having contributed to a sharp plunge in global stock markets, there could be a whiff of a new era in the air. Given the failure of both markets and central banks to forecast inflation accurately, we should all be humble about the level of precision attached to the timing or nature of the bond market’s next chapter.



Horizons launches actively managed hedged US dividend ETF

Feb 15th, 2018 | By
Horizons launches actively managed hedged US dividend yield ETF

Horizons ETFs Management US has launched the Horizons Cadence Hedged US Dividend Yield ETF (USDY US) on Cboe ETF Marketplace. Co-managed with Cadence Capital Management, USDY is an actively managed multi-factor ETF that invests in US large-cap dividend payers while offering downside protection through the use of an option overlay strategy.



S&P Dow Jones launches S&P 500 Bond Mega 30 Indices

Feb 15th, 2018 | By
Alex Matturri, CEO, S&P Dow Jones Indices

S&P Dow Jones Indices (S&P DJI) has launched the S&P 500 Bond Mega 30 Index family, tracking the performance of the largest bonds issued by constituents of the S&P 500. The family currently has two subsets of indices, those tracking bonds rated investment grade and those following the high yield segment. Alex Matturri, CEO, S&P Dow Jones Indices, commented, “These new indices track bonds with larger issue sizes which typically trade with greater frequency and enhanced transparency and therefore tend to have higher liquidity.”