ETF pair-trading strategies using autocorrelation-based mean reversion
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Structured products articles
The US regulator has published a report saying issuers and sellers should be doing more to manage conflicts of interest that arise when deciding which products to sell and to whom
Declining sales figures blamed for the redundancy of Legal & General structured products head James Harrington, but it's 'business as usual', says the firm
Coupons and capital risk
On the defensive
The new index, VXST, measures market expectations of S&P 500 volatility nine days into the future, rendering it more sensitive to short-term volatility swings than the Vix
China wealth management keeps faith with trust products
In its report on EU market trends for the second quarter, Esma says sales of equity-linked retail structured products are up this year, while demand for interest rate-linked products has plummeted
Australian regulator blasts potentially misleading marketing documents
The two LSE-listed funds follow a Man Group strategy designed to generate alpha from broker recommendations on stocks from Asia and continental Europe
SFC readies decision on waiver for professional investors
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.