The recent banking crisis startled the credit markets while the broad equity market remained resilient. We analyze net long-short positions as investors adjusted their index futures exposures to adapt to changing market dynamics.  

There are varying risks and opportunities for emerging markets (EM) equities in Asia. We highlight EM Asia futures as a potential path for asset allocation, tactical adjustments and risk-management purposes.

Investors in emerging markets begin the year with historically low valuations and softened U.S. dollar strength. With a wide decoupling within these markets, we assess the consideration of multi-country, multi-currency or single-country futures.

India is the world’s fifth largest economy and one of the fastest-growing major markets. We believe that futures linked to the MSCI India Index could help capture a deeper opportunity set and manage Indian equity exposure. 

With the MSCI World Index down 20.3% in the first half of 2022, equity hedge funds have not been immune to recent market volatility. We evaluate how equity hedge-fund exposure has changed in terms of sector and style factors.

Carbon markets can play a significant role in managing carbon risk within equity portfolios to hedge against price risks. Our research focuses on applications, carbon-risk management and correlations to other assets classes.

The carbon market can play a significant role in the decarbonization of the global economy by putting a price on carbon and giving polluters an incentive to reduce their emissions.

Classic risk-control uses cash and/or U.S. Treasurys with a growth asset, typically referenced to an equity index, which has stabilized volatility, but not always allowed strategies to reach their full potential. We present new approaches for doing so.

Disperse markets have historically provided opportunities for active managers to outperform their respective benchmarks. We showed that, based on historical trends, CSV helped shed light on identifying where the dispersion was greatest.