Nasdaq OMX and DWS Investments launch volatility control index
Nasdaq OMX has teamed up with DWS Investments, the US retail unit of Deutsche Bank's global asset management division, to create a volatility controlled version of the benchmark Nasdaq 100 index.
The DWS Nasdaq-100 Volatility Target Index measures 30-day historical volatility and has a target volatility level of 15%. It has a separate cash component that tracks overnight US dollar Libor and adjusts the cash exposure as volatility moves up or down.
The index is aimed at investors who wish to
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