Exchange-traded funds (ETFs)
The role of Indian equity exchange-traded funds in diversified portfolios: a risk-adjusted performance analysis
The authors evaluate how Indian equity ETFs perform relative to US and global benchmarks between 2008 and 2023.
Low-vol gold rush points to further upside
Options markets see no scramble to chase metal higher despite 43% year-to-date rally
Calamos’s $200m inflows trigger autocall ETF ‘frenzy’
First mover expands to US tech, Innovator ETFs plans rival listing on September 25
Institutional ETF trading: from tactical tool to embedded strategic advantage
Leveraging ETFs for resilience, efficiency and growth in today’s complex market
Asia investors turn to inverse ETFs for hedging
US-based Direxion eyes Asia listings, while CSOP expands product range to single names
Niche FX crosses pop up in mutual fund options activity
Counterparty Radar: Fund filings reveal unusual FX options crosses – some never repeated, many with unclear strategies
Why Calamos chose swaps for market’s first autocall ETF
Swap-based structure attracts $40 million in first month; backers eye multi-billion-dollar AUM
Tidal rides retail boom to lead in single-stock options
Counterparty Radar: Volatility-selling ETF firm accounts for half of trading among US funds
Investment firms ready plans for US autocallable ETFs
Evergreen format would provide the long-term track record required by portfolio allocators
Timing minimum-variance investment in the Canadian stock market
This paper proposes a novel explanation of the variation in idiosyncratic volatility anomaly return and its use in minimum-variance investing in the Canadian stock market.
CLO market shakes off ETF outflows
Despite record redemptions, exchange mechanics and relatively small volumes cushioned impact
Europe’s Ucits funds: Made in the USA
Counterparty Radar: EU retail funds market is a prime example of Trump’s miscalculation on trade
Mitigating risks with derivative ETFs
The evolution of synthetic ETFs, regulatory impacts, and balancing leverage and transparency
Pimco’s $19 billion Sonia swaptions trade
Counterparty Radar: Bond giant springs up as largest player in space among US mutual fund managers, with Guggenheim shadowing its move
Vanguard is new kid on the CDS options block
Counterparty Radar: Passive behemoth held a quarter of reported notional among US retail funds in Q4 2024
NSCC liquidity shortfalls raise T+1 concerns
Lagging FX settlement processes could become a problem for clearing houses
Volatility selling is down, but not out
Shrinking risk premiums could end cycle of vol suppression, traders say – but not just yet
Crossed signals: row over collusion pits scholars against traders
An Oxford study claims to show evidence of collusion in ETF markets. Some traders give it short shrift
TD’s prop-style trading shop rises up bond rankings
Ascent of bank’s bond trading business comes amid electronification changes in US fixed income market structure
Franklin Templeton dethrones MSIM as top FX options user
Counterparty Radar: MSIM continued to cut RMB positions in Q3, while Franklin Templeton increased G10 trades
Futures exchanges look to ride credit ETF wave
Proponents hope for increased buy-side trading, with three exchanges competing for market share