Since the birth of quant investing, there’s been a steady rise in the number of factors that researchers claim can explain alpha. But it turns out that 15 factors are enough to capture most of the drivers of equity market returns.

Passive fixed income sustainable investing is on the move: customized indexing can be complex, but finding the right solution can be simple.

Recent market developments and investing trends have prompted investors to reconsider their investment allocations. Factors assist investors in understanding the present market and informing their investment decisions. Melissa Brown, Managing Director of Applied Research, joins two experts to discuss factor investing in this…

In this presentation, Mike Green, Portfolio Manager and Chief Strategist at Simplify, discussed how passive investing has: increased correlations between securities,increased valuations regardless of fundamentals, reduced market elasticity raising the risks of extraordinary price movements, increased market concentration,…

WTF is “Gammageddon”? What do 0DTE options have to do with it? Should I be fearful? Should I be greedy? We’re getting into all of it in this episode where we dig into just what zero days to expiry (0DTE) options are, who’s trading these things, who’s on the other side, and why (and why not) any of it could matter to…

What are the potential benefits of a passive approach to covered calls? S&P DJI’s Phil Brzenk and ProShares’ Simeon Hyman take a closer look at the S&P 500 Daily Covered Call Index, its performance, and why the index uses a daily approach vs. a more standard weekly or monthly approach.

How have S&P 500 Equal Weight Index’s exposures informed its performance over time? S&P DJI’s Hamish Preston and Invesco’s Nick Kalivas look under the hood at the features influencing S&P 500 EWI’s risk/return and explore what its expanding ecosystem, including sectors and futures could mean for its range of…

What are the potential benefits of a sector neutral approach to S&P Dividend Aristocrats? S&P DJI’s Rupert Watts and State Street Global Advisors’ Colin Ireland explore the construction and range of potential applications for the S&P Sector-Neutral High Yield Dividend Aristocrats.

Analysis of Q1 2024’s equity market reveals the stage is likely set for a favorable equities market for the remainder of 2024.

Analysis of Q1 2024’s equity market reveals the stage is likely set for a favorable equities market for the remainder of 2024.

Meet the S&P 500 RavenPack AI Index, a multi-asset index that applies a news analytics algorithm powered by RavenPack to select S&P 500 sectors with the strongest news sentiment for use in its sector rotation process. The index combines U.S. equities and fixed income, complemented by a daily risk control mechanism…

How and when are insurers implementing index-based strategies as they seek liquidity, diversification, and risk mitigation? S&P DJI’s Raghu Ramachandran and Anu Ganti join BlackRock’s Andrew Masalin to discuss what’s driving passive outperformance and the use of ETFs by insurers through the lens of SPIVA.

Passive fixed income sustainable investing is on the move: customized indexing can be complex, but finding the right solution can be simple.

Using the stock index for his analysis, Robin Greenwood presents four explanations for the disappearing index effect.

How does indexing work for cryptocurrency and digital assets? S&P DJI’s Sharon Liebowitz discusses how indices are bringing transparency to digital assets, key components of index design, and potential use cases for index-based crypto strategies.

Index investing is for the long term, not the short term, said head of Vanguard EIG Rodney Comegys on a recent Animal Spirits podcast.

In the current environment of rising inflation, interest rates, and geopolitical uncertainty iShares relaunched two ETFs in its factor suite (LRGF and INTF), using a multifactor strategy from index provider Qontigo.

What does history have to say about the effectiveness of factor indices as defensive tools? S&P DJI’s Craig Lazzara explores defense beyond bonds and how defensive factors influence risk/return in different market environments.

Are index funds a menace to the market? Are pension funds still a wise way to secure your financial future? In this episode, we discuss index funds, the state-sponsored pension plan in Canada, and much more.

How can indices help investors understand what’s driving market trends amid inflation, rising rates, and volatility? S&P DJI’s Anu Ganti and Hamish Preston take a closer look at key trends and what they could mean for active management and asset allocation moving forward.