Sentences with phrase «positions in a stock index»

One strategy dynamically weights positions in a stock index and cash (the risk - free asset) depending on the prior - month difference between actual and past average unexpected index volatility.

Not exact matches

MORE SHOES TO DROP: The stock slump led to a massive unwinding of a short position in products related to the VIX volatility index, as Credit Suisse and Nomura announced the shuttering of their respective exchange - traded notes that bet on lower volatility.

Although our current open ETF positions are now looking pretty good, we must be cognizant of the fact that the main stock market indexes are now sitting in a kind of «no man's land.»

Last Friday, for example, 5 of our 7 open positions (all long) moved higher, even though not a single one of the main stock market indexes closed in positive territory.

About 90 % of our stock portfolio is hedged by an offsetting short position in the Russell 2000 Index and S&P 100 Index.

I use an index plus strategy where most of my positions are from index funds, but then I'll choose about 20 % of the names in individual stocks that I think are most promising.

Although the light seasonal volume has been keeping upside momentum in check, 2 of our 4 open stock positions jumped to new 52 - week highs yesterday, even as the major indices were unchanged.

Accordingly, the Strategic Growth Fund is now back to a fully - hedged investment stance - meaning that the Fund continues to be fully invested in a broadly diversified group of stocks that appear to have some combination of favorable valuation and favorable market action, while at the same time, the Fund carries an offsetting short position of equal size in the S&P 500 and Russell 2000 indices (using option combinations that mimic short futures contracts) intended to mute the impact of broad market fluctuations on the Fund.

Our fully invested stock portfolio remains fully hedged with an offsetting short position in the Russell 2000 and S&P 100 indices.

Depending on the specific market environment, the Funds may employ hedging techniques to minimize the impact of fluctuations in the overall stock or bond markets, and may also take positions in individual securities that differ substantially from their weights in the major stock or bond market indices.

In indecisive or choppy market conditions, international ETFs, such as the two we are currently positioned in, are a good way to have exposure to the stock market, but with a low correlation to the direction of the U.S. stock market indexeIn indecisive or choppy market conditions, international ETFs, such as the two we are currently positioned in, are a good way to have exposure to the stock market, but with a low correlation to the direction of the U.S. stock market indexein, are a good way to have exposure to the stock market, but with a low correlation to the direction of the U.S. stock market indexes.

If one is long a broadly diversified portfolio of stocks and hedged with a short position in the major indices, the result is a net portfolio loss — and that can feel excruciating if the major indices are advancing at the same time.

More impressive, Icahn claims his portfolio has largely been hedged in the last few years — his stock holdings offset by large short positions of the S&P 500 Index.

In our opinion, the best bargains are being created by momentum stocks sucking up all the cash and becoming outsized positions in popular indexes and exchange traded funds (ETFsIn our opinion, the best bargains are being created by momentum stocks sucking up all the cash and becoming outsized positions in popular indexes and exchange traded funds (ETFsin popular indexes and exchange traded funds (ETFs).

Managed futures as an asset class are historically non-correlated to the stock and bond markets over long term periods and encompass a wide range of trading strategies (generally taking long / short positions in futures contracts on equity indices, commodities, financials and currencies).

By rebalancing — in this case, selling some bonds and reinvesting the proceeds in stocks — the retiree would not only bring his portfolio back to its proper proportions, but also better position it to participate in the market's rebound the following year, 2009, when the Standard & Poor's 500 index surged to a near - 27 % gain vs. a more modest 6 % return for bonds.

Clearing members holding open positions in E-Mini Standard and Poor's MidCap 400 Stock Price Index futures contracts at the time of termination of trading in that contract shall make payment to or receive payment from the Clearing House in accordance with normal variation performance bond procedures based on a settlement price equal to the final settlement price.

With a covered call strategy the lion's share of the holdings are in a buy - and - hold position in a stock or index.

While the market's whipsaw on May 6 affected almost all stocks, it seems that ETFs were particularly hard hit: I watched my position in the iShares S&P / TSX Capped REIT Index Fund (XRE) fall 15 % in a matter of minutes.

Unlike most indexing strategies which are procyclical due to the stock position this strategy maintains better balance between the risks in the portfolio's assets.

After a significant dip in the price of a security or stock index, investors should increase positions or purchase different stocks to capitalize on what is seen as an eventual upswing.

An ETF with fewer assets - under - management (AUM) may encounter less index tracking error over time since their positions in the component stocks will be smaller.

In case of passive funds, job of a fund manager is to manage corporate actions of underlying stocks, re-balancing of portfolio whenever there is any change in underlying index, maintaining cash position etc., in the fund and tracking the index as closely as possiblIn case of passive funds, job of a fund manager is to manage corporate actions of underlying stocks, re-balancing of portfolio whenever there is any change in underlying index, maintaining cash position etc., in the fund and tracking the index as closely as possiblin underlying index, maintaining cash position etc., in the fund and tracking the index as closely as possiblin the fund and tracking the index as closely as possible.

This is very useful in conjunction with risky leveraged investments like index futures or synthetic stock positions.

In the short - term, that can be uncomfortable for hedged - equity strategies that are long a broad portfolio of value - oriented stocks and hedged with an offsetting short position in the major indiceIn the short - term, that can be uncomfortable for hedged - equity strategies that are long a broad portfolio of value - oriented stocks and hedged with an offsetting short position in the major indicein the major indices.

Basic ETF Portfolio — Just like last month there is no change in the existing positions of Vanguard Total Stock Market ETF (VTI), Vanguard REIT Index ETF (VNQ), and Vanguard Total Bond Market ETF (BND).

The index overweights positions in stocks expected to rise and, rather than just underweighting those expected to fall, seeks profit from short exposure.

The investors» positioning suggests burgeoning optimism, with TD Ameritrade clients increasing their net exposure to stocks in February, buying bank shares and popular stocks such as Amazon.com Inc. and sending the retail brokerage's Investor Movement Index to a fresh high in data going back to 2010.

Clearing members holding open positions in a Standard and Poor's 500 Stock Price Index futures contract at the time of termination of trading in that contract shall make payment to or receive payment from the Clearing House in accordance with normal variation performance bond procedures based on a settlement price equal to the final settlement price.

Normally when futures were trading far enough below the index itself, the arbitrageurs sold short a basket of stocks that closely tracked the index and bought an offsetting position in the cheaper index futures.

The position amounts to less than 1 % of assets, and most of the day - to - day fluctuation in the Fund tends to be attributable to differences in the performance of the stocks held by the Fund and the indices we use to hedge, but we expect the higher - strike put options to fortify our defense against the risk of indiscriminate selling should the market encounter more than a moderate amount of weakness.

When the mutual fund buys the stocks in August, it also will liquidate the security futures position in the index.

We also looked at full portfolios for a fundamentally weighted and an equal - weighted index and found they executed countercyclical trades (buying underperforming stocks and selling outperforming stocks) in 75 % of their stock positions at the latest reconstitution.

The index fund will always have the biggest position (the most money) in a stock at its peak.

Individual stocks that are identified as expected outperformers of the benchmark index are included in the portfolio's position, while those identified as expected underperformers are either liquidated or excluded.

DIVA's underlying index consists of long positions in 100 stocks with stable or growing dividends and short positions in up to 200 issues (up to 50 % of the value of its long positions) with unstable or low dividends.

The Seychelles - based project will enable users to place and manage positions on digital currencies, as well as futures on major equities indices and single stock futures, all in a decentralized way.

Many binary options platforms provide access to stocks, indices, commodities and foreign exchange, as a high - low binary, in which customers open their positions in relation to what will be the price move within a certain period of time.