QIS futures debut – but only simple ones for now
Goldman and Societe Generale kick-start Eurex market with equity baskets
Futures on quantitative investment strategies (QIS) have opened for trading on Eurex, with an initial crop of contracts referencing long-only equity custom baskets.
The exchange hopes this will be a first step towards creating a listed market for other, more sophisticated, derivatives-based strategies such as equity dispersion and commodity carry.
“We’re calling it QIS because that’s our ambition
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