Methods, systems, and computer program products for facilitating non-transparent exchange-traded fund share creations and redemptions with optional early cutoff …

GL Gastineau, TJ Broms - US Patent 8,452,682, 2013 - Google Patents
(*) Notice: Subject to any disclaimer, the term of this patent is extended or adjusted under 35
OTHER PUBLICATIONS U~ S~ C-15403) by 0 days Barney, Lee,“Actively Managed ETFs …

Methods, systems, and computer program products for obtaining best execution of orders to buy or sell a financial instrument for which a net asset value is periodically …

GL Gastineau, TJ Broms - US Patent 8,577,787, 2013 - Google Patents
The present invention uses new order entry types (formats) and new order management
methods to meet the order and transaction management needs of investors, traders, brokers …

Variants of NAV-based trading for less closely-linked components of index arbitrage complexes

GL Gastineau - US Patent 8,332,307, 2012 - Google Patents
Abstract Systems and methods are provided in which a first module is configured to execute
a trade of a securities futures product on an underlying financial instrument for which a …

Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity

S Corbet - 2012 - mural.maynoothuniversity.ie
This thesis investigates the effects of the introduction of new financial derivative products on
exchange volatility, efficiency and liquidity. The derivatives under primary investigation are …

Applying artificial intelligence in index tracking: case of the FTSE 100 index

QC Tran - 2019 - lutpub.lut.fi
The use of Artificial intelligence (AI) in index tracking has in recent years gained a lot of
attention not only of researchers but also of the everyday person. The existing applications …

[BOOK][B] Bewertung von exchange traded funds: eine Analyse von Performance und Marktunvollkommenheiten in Europa

MI Dethleffsen - 2011 - books.google.com
Der europäische Markt für ETFs hat sich über die letzte Dekade im Hinblick auf seine Größe
und Vielfalt rasant entwickelt. ETFs sind mittlerweile als Anlageinstrument vom …

An Asset Allocation Strategy through Cointegration

M Spinelli - thesis.unipd.it
The world of Asset Allocation has changed during the last years and this change is just at
the beginning. Nowadays, the performances of many active funds are damaged by the …

Exchange-Traded Funds; Synchronizing Information and Noise in Capital Markets

O Omondi - Available at SSRN 2819324, 2016 - papers.ssrn.com
Abstract Exchange-Traded Funds (ETFs) have colonized pretty much every available niche
in the investment world-frequently at the expense of traditional vehicles such as mutual …

Variants of NAV-based trading for less closely-linked components of index arbitrage complexes

GL Gastineau - US Patent 10,504,176, 2019 - Google Patents
Abstract Systems and methods are provided in which a first module is configured to execute
a trade of a securities futures product on an underlying financial instrument for which a net …

[PDF][PDF] Comparison and Development of Methods for Index Tracking

D Karlow - 2012 - dekarlab.de
At the present time, there is a major trend in the financial markets of focusing on the common
factors rather than the individual characteristics of assets. This tendency can be seen in the …