Questions tagged [indexing]
The indexing tag has no usage guidance.
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How USD indexed bonds work and what is their relation to USD futures?
I am reading about the Brazilian real devaluation crisis in 2013 around the QE3 taper announcement.
As far as I understand, capital flows went back from emerging economies like Brazil to developed ...
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3answers
89 views
Suppose I know people in S&P and thus know which stock will be added into the index. Is trading on that classified as insider trading? [closed]
It strikes me that the legal definition of insider trading is very difficult from what we commonly think about in finance/economics.
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Preference Shares and free float
I am calculating the free float of shares included in an index, would the preference shares be counted as part of free float?
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1answer
1k views
Relationship between Tracking Error and Beta to benchmark
Analyzing an indexed portfolio, can we say there is any relationship between ex-ante TE and Beta to benchmark?
Tracking error is the volatility of the difference in returns between the portfolio and ...
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1answer
132 views
How to create a currency independent commodity index
I'm looking for insights on a methodology to create my own bespoke index, specifically a gold index. I'd like to take the price of gold in various currencies, along with the different cross rates ...
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1answer
93 views
If many investors are indexing, what opportunities does that create for everyone else?
Index investing continues to become more popular. In fact, it's so popular that I often joke, "When the last investment dollar is indexed, all stocks will move in parallel".
That joke has me ...
