Exchange-traded funds (ETFs)
ETFs may shift oil price but not stockpiles
Inelastic oil market moved easily by speculation, finds macroeconomist
Watch out for commodity vol products
Commodity traders shouldn't ignore the recent meltdown in CBOE’s Vix derivatives, writes energy consultant
Short-vol products pose new risk to investors, experts warn
Vix manipulation reports may be leading investors to pile back into risky short-volatility products
Statistics of VIX futures and their applications to trading volatility exchange-traded products
In this paper, the authors study the dynamics of Chicago Board Options Exchange volatility index (VIX) futures and exchange-traded notes (ETNs)/exchange-traded funds (ETFs).
Mifid drives ETF trading on to platforms
Best execution rules push Tradeweb ETF volumes up 32%, but smart order routers may alter trend
Traders blame short gamma positions for Nikkei vol jump
Uridashis, macro positioning and ETFs behind record 23% rise in volatility on November 9
ETFs under scrutiny over liquidity risk
Secondary market trading in funds could freeze up in times of stress, supervisors fear
BlackRock’s Prager backs unified fixed-income trading concept
A single venue for trading bonds, ETFs and derivatives is 'on the drawing board'
Saba’s Weinstein: ETFs ‘destroy value’ in junk bonds
Hedge funds wary of high-yield bonds; blame ETFs for shrinking liquidity premium
Growth in factor investing renews crowding fears
Single-factor ETFs could pose threat to quantitative equity market neutral strategies
Andrew Lo’s theory to beat a theory
Author of Adaptive Markets tells Risk.net what his ideas mean for investors and regulators
Equities flow market-maker of the year: Citadel Securities
Risk Awards 2017: Chicago firm is trying to make the New York Stock Exchange more robust
‘Great rotation’ highlights clash over unseen risks in factor investing
Gaps in performance of apparently similar products rekindle debate on index construction
Bond ETFs ‘a source of liquidity’ in stress events
ETF volumes jumped after US election, while bond volumes remained constant
‘Wrong type of liquidity’ spells trouble for energy hedges
Cyclical lull conceals structural shift as liquidity becomes shorter-dated and more flighty
BlackRock pitching long-short ETF trades as cash alternative
Investors turning to ‘cash-and-carry’ approach using exchange-traded funds
Risk España Rankings 2016
Global banks advance in the scramble for supremacy
Technology vendor of the year – bank: BNP Paribas
New tie-up nearly doubles Smart Derivatives platform’s client base
Fixed-income investing: The new world order
Sponsored feature: Lombard Odier Investment Managers and ETF Securities
Where the smart money is
Sponsored Q&A: Jane Street, Societe Generale CIB, WisdomTree Europe
Smart beta evolves
Commanding the ground between active and passive strategies, smart beta looks set for expansion
One size does not fit all: Smart beta explained
Sponsored feature: WisdomTree Europe
BlackRock’s Novick calls for tiered ETF regulation
Vanilla and exotic products should be treated differently, BlackRock co-founder argues
SEC’s fund leverage cap needs revising but the idea is sound
Simplicity is welcome – up to a point