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Index | Benchmarks
Deutsche Börse extends market consultation on potential rule changes for the MDAX, SDAX and TecDAX indices
Apr. 19, 2018 – Deutsche Börse is extending its market consultation on potential rule changes for the indices MDAX, SDAX and TecDAX by a period of two week
We have entered an era of machines with imagination and perception. Those of us in financial services are witnessing first-hand how artificial intelligence, new technologies and digital solutions are transforming our industry.
Our annual Innovate2Invest flagship conference, under this year’s title “The Future of Investing and Investing in the Future,” will be held on Apr. 25 in London.
Matteo Andreetto of STOXX discusses how his firm rates companies on its artificial intelligence index.
Assets invested in exchange-traded funds (ETFs) worldwide may rise by about two thirds to 7.6 trillion dollars through 2020, as more investors favor their low cost and liquidity, according to a new report1 by EY that includes a survey of industry participants.
Global stocks fell for a second consecutive month in March, as concern about a disruption in trade and weakness in technology shares dampened investor sentiment.
If February marked the return of market volatility, March cemented it. Investors were confronted with a string of political and corporate developments over the month that hurt confidence in the economic expansion.
“Artificial Intelligence” in investing: index provider Stoxx runs a new methodology against a classic benchmark in an experiment (German language only)
Alternative data is loosely defined as information that is collected outside of the traditional sources of companies, public agencies and associations, when it pertains to investing.
This year STOXX Ltd. introduced two indices that give exposure to the growing theme of artificial intelligence (AI).
A buoyant structured products market and a preference for passive investment strategies is driving demand for custom index products.
A recent report by Research Affiliates1 states that while momentum is one of the most compelling risk premia factors, there is a significant performance gap between theoretical and live results, with the latter proving considerably weaker.