We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

Exchange traded funds (ETFs) have emerged as a new investment vehicle in the mutual
fund industry providing investors with the ability to trade the entire market through a single …

This study reflects the assessment of the largest European buyside companies concerning
new order execution opportunities like Direct Market Access, Smart Order Routing or …

Actively managed ETFs are a relatively recent introduction to the investing landscape, and
understanding their performance against passive funds is becoming increasingly important …

Commodity exchange traded funds (ETFs) help investors gain exposure to the underlying
commodity in digital form. The present article attempts to examine the performance …

This study employs a sample of 37 active and passive ETF pairs, which invest in common
stocks, to assess their performance and risk up to December 31, 2016. Several return …

Purpose The purpose of this paper is to study if actively managed exchange-traded funds
(AMETFs) and actively managed mutual funds (AMMFs) are complements or substitutes. It …

The present study attempts to examine the tracking ability of Indian equity exchange traded
funds (ETFs) across the bearish and bullish market regimes. Also, ETFs' sensitivity to their …

Recently, interest in socially responsible investing has grown, including new investment
vehicles such as environmental, social, and governance exchange-traded funds (ESG …

Many asset managers and assets owners worldwide are seeking the (mix of) investment
strategies that will be optimal for their portfolios and customers or beneficiaries to follow …