Questions tagged [indexing]

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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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0answers
24 views

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
890 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
120 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
92 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 ...