Wed, Mar 29, 2017
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Alternative Market Briefing

VelocityShares launches Equal Risk Weighted Large Cap ETF

Thursday, August 01, 2013

Bailey McCann, Opalesque New York:

Darien, Connecticut-based VelocityShares, a developer of exchange traded products (ETPs) for sophisticated investors, has launched the VelocityShares Equal Risk Weighed Large Cap ETF. Equal risk weighting is an innovative and academically rigorous alternative to both traditional market cap weighted indices and overly simplistic "low volatility" indices. The company also recently released a new research paper unpacking the math behind low volatility investing.

"Many investors do not realize that so called 'low volatility’ weighting only leads to a low volatility portfolio under an unrealistic set of assumptions," said Scott Weiner, Head of Quantitative Strategy at VelocityShares. "Many alternative equity weighting schemes intend to capture the low volatility anomaly, but not all approaches deliver the desired results."

The VelocityShares Equal Risk Weighted Large Cap ETF seeks to provide investment results that correspond generally to the price and yield performance of the VelocityShares Equal Risk Weighted Large Cap Index. The Index is designed to reflect the performance of a portfolio holding a weighted exposure to stocks comprising the S&P 500® Index. The target weighting of each stock is determined using a proprietary risk-weighting methodology that measures a stock’s risk exposure and then weights the positions such that each stock is expected to contrib......................

To view our full article Click here

Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing

 



  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: FS Investments launches energy fund[more]

    Bailey McCann, Opalesque New York: $19 billion Philadelphia-based FS Investments has launched a new interval fund which will invest in energy. The FS Energy Total Return Fund is the firm's first closed-end interval fund and will invest opportunistically in energy companies and assets. FS

  2. Hedge fund liquidations in 2016 surpass 2009 levels, new launches decline[more]

    Benedicte Gravrand, Opalesque Geneva: Even as the hedge fund industry's total assets exceeded the $3tln milestone last year, hedge fund liquidations increased. So much so that 2016 had the highest number of liquidations since 2008, claims the latest HFR Market Microstructure Report, re

  3. Hedge funds find no joy in macro as returns lag Trump rally[more]

    From Gulfnews.com: In 2017, macro hedge funds were expected to shine. So far? Not so much. It's been a far from impressive first two months for funds that trade around macroeconomic events. Discretionary funds rose just 0.3 per cent through February, according to Hedge Fund Research Inc., while the

  4. Strategies - Billionaire investor Marc Lasry shares how he's playing markets right now, Classic models are failing FX hedge funds desperate for return[more]

    Billionaire investor Marc Lasry shares how he's playing markets right now From CNBC.com: Buy on the prospect of deregulation. Sell on the enactment of deregulation. That's the strategy that billionaire investor Marc Lasry is implementing, according to an interview with CNBC in Las Vegas

  5. Opalesque Exclusive: Aberdeen makes the case for the lower mid-market[more]

    Bailey McCann, Opalesque New York: Aberdeen Asset Management has released a new paper focused on lower mid-market private equity. According to the paper, this segment of the private equity market is gaining popularity with private equity investors that are looking for multiple expansion and less