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Questions tagged [indexing]

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1 answer
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Wilshire 5000/GDP Ratio dividing indexed values and not actual values?

I’ve been playing around with the FRED datasets: Wilshire 5000 Total Market Full Cap, and nominal US GDP. I found that the Wilshire 5000/GDP index (https://fred.stlouisfed.org/graph/?g=qLC) is the ...
user3138766's user avatar
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2 answers
164 views

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 ...
user3181821's user avatar
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3 answers
115 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.
Slow Learner's user avatar
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0 answers
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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?
Andre Poyser's user avatar
1 vote
1 answer
4k 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 ...
tweedi's user avatar
  • 527
1 vote
1 answer
157 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 ...
babelproofreader's user avatar
2 votes
1 answer
109 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 ...
pteetor's user avatar
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