The fund is designed to track the price of final maturity date vs maturity date the Swiss franc relative to the.S.
McMillan, at least one cannot say the market is boring, as might have been said a month ago.
This is a bearish index.
This index includes companies from the following industries: retail (specialty, multi-line, internet and catalog media; hotels, restaurants leisure; household durables; textiles, apparel luxury goods; automobiles, auto components and distributors; leisure equipment products; and diversified consumer services.The methodology used in the above calculation is introduced in Thomakos and Papailias (2013b).When VXX and VXZ mature in about one year, these two new ones will remove the B from their symbol and will trade as usual.GDX: This ETF tracks an index that provides exposure to publicly traded companies worldwide involved primarily in the mining for gold, representing a diversified blend of small-, mid- and large- capitalization stocks.The Retail Index is an equal weighted market cap index.VGK: This ETF tracks the index that is made up of approximately 511 common stocks of companies located in 17 European countries.The quantf research ETF Correlation Matrix provides a direct comparison of the correlation coefficients calculated as in Thomakos and Papailias (2013b) versus the standard pairwise methodology.XHB: This ETF tracks the S P Homebuilders Select Industry Index.This includes companies from the following industries: computers peripherals; software; diversified telecommunication services; communications equipment; semiconductor semiconductor equipment; internet software services; IT services; wireless telecommunication services; electronic equipment instruments; and office electronics.HYG: This ETF tracks an index that is designed to provide a broad representation of the.S.
Equity universe and is comprised of the smallest 2000 companies in the Russell 3000 Index, representing approximately 10 of the total market capitalisation of that Index.
Commodities GLD: This ETF is designed to track the spot price of gold bullion.
They are both calculated using the price returns of the past 11 trading days.RSX: This benchmark is a rules-based, modified market capitalization-weighted, float-adjusted index intended to give investors exposure to Russia.VXX is rated a 5 out.Dollars and must be fixed rate and non convertible.Quantf research working paper series.
XLK: This ETF tracks the Technology Select Sector Index.
FAS: The Russell 1000 Financial Services Index is a capitalization-weighted index of companies that provide financial services.
ILF: This ETF tracks the index that measures the performance of four Latin American equity markets: Mexico, Brazil, Argentina, and Chile.