Skip to main content

Equity markets

Maximum draw-down and directional trading

Maximum draw-down measures the worst drop in a market in a given time period. Jan Vecer shows how to price and replicate this event. Replication can be naturally linked to existing popular trading strategies, such as momentum or contrarian trading

BarCap debuts retail fund for Hong Kong

UK investment bank Barclays Capital has launched its first retail investment fund in Hong Kong. The Power Select Income Fund is an open-ended structured fund with exposure to 20 global stocks from the oil and gas, energy, utilities and basic materials…

FTSE partners with TSE for Taiwan indexes

Index provider FTSE Group and the Taiwan Stock Exchange (TSE) have launched two new indexes, the TSEC Taiwan Eight Industries Index and the TSEC Taiwan Dividend Index. Both are tradable indexes, designed to act as the basis for funds, structured products…

Lyxor launches ETF on DJ Buy Write Index

Lyxor has launched an exchange traded fund (ETF) linked to the Dow Jones Euro Stoxx 50 Buy Write Index. The Lyxor ETF Euro Stoxx 50 Buy Write, which has commenced trading on the Paris Stock Exchange, is the first ETF based on the Dow Jones index.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here