 |
Análisis cuantitativo |
Indexación mejorada
En línea con nuestro mandato de ofrecer productos innovadores e intuitivos y servicios, ofrece un análisis mejorado UNX indexación mediante el control de eventos estadísticamente importante para todos los índices.
A través de nuestro análisis en curso, UNX identifica el error sistemático, regular, que puede ser objeto de comercio y crear alfa positivo. Nuestra cobertura incluye pero no se limitan a lo siguiente:
Intraday Change In Weighting
Indexes adjust security weighting intraday if changes in flow exceed five percent.
M&A Over And Under Weighting
Index members which are targets or acquirers often present short burst of alpha resulting in positive returns while lowering index volatility.
Index Transitions
Adds and removals continue to be a source of alpha in select time series and indexes.
Quarterly Rebalance
The share adjustment is based on publicly available information.
Corporate Restructuring
Changes to the balance sheet include Dutch Auctions, secondary offerings, and debt and convertible pricing.
Quarterly IPO Additions
Predictable additions to the Russell indexes.
Intramonth Maintenance
Changes to the Russell weightings occur throughout the month.
End Of Month Maintenance
Certain Russell weightings occur only at the end of the month.
Annual Reconstitution
Many trades are associated with the Russell annual reconstitution.
Spread Trade
Cyclical movement in the spread between highly correlated securities provides the indexer with a steady flow of alpha positive trading opportunities.
Los análisis recientes Resumen:
Los análisis de indexación mejorada: Un examen de varios años de estrategias cuantitativasPara recibir los análisis UNX, por favor contactar a Scott Ammaturo al 866.679.9595 o por correo electrónico scott.ammaturo@unx.com.
síguenos:
