Radovan Vojtko’s Post

How to Improve ETF Sector Momentum In this article, we explore the historical performance of sector momentum strategies and examine how their alpha has diminished over time. By analyzing the underlying causes behind this decline, we identify key factors contributing to the underperformance. Most importantly, we introduce an enhanced approach to sector momentum, demonstrating how this solution significantly improves the performance of an ETF sector momentum strategy, making it once again an effective tool for systematic investors. https://lnkd.in/dCaG8gjG

Beneath the Surface – March 2024 INDEXING: INDIVIDUALLY OPTIMAL, SYSTEMATICALLY RISKY   At the end of 2023, indexed strategies comprised more than half of long-term funds and ETF assets in the US (globally: 40%), usurping active strategies for the first time (chart, below left), and more than doubling since 2013 (c.25%). Focusing on the equity markets, this note seeks to quantify the magnitude, momentum and drivers of passive’s growing influence and the implications of this trend for market structure and investment strategy.   Read the full note here:  https://lnkd.in/d4fBDjXs

Many investors and advisors know that ETFs are not only a low-cost, effective means of capturing the performance of almost any segment of the market, they are also powerful tools for monitoring market trends. This dual purpose of ETFs is where etf.com’s Markets Monitor comes in as a powerful tool. https://lnkd.in/gag7N4jJ

Where can investors seek higher yields than U.S. high yield bonds, but with even better credit quality? The answer is right next door - in Latin America. In our latest Fund Insights post by Christopher T Getter, CFA, find out how Simplify Gamma Emerging Market Bond ETF (GAEM) may help add yield and portfolio diversification to your portfolio: bit.ly/48uB7En

The ETF market's growth trajectory shows no signs of slowing down. With continuous innovations, expanding investment options, and regulatory advancements, the future of ETFs looks brighter than ever. Read the article by Thibault GOBERT, Head of Liquidity Pool at SPECTRUM MARKETS, which covers: - The History of ETFs - Transparent Pricing - Physical and Synthetic ETFs  - A Growing Investment Universe  - Investment strategies - Liquidity and the Role of Exchanges - Global Asset Distribution and Future Demand  - New Opportunities with Spectrum Markets    Discover More: https://lnkd.in/dtpA-Atk

Rising ETF allocations, demand for active and thematic ETFs, and greater product diversification. We unpack the key findings from our Global ETF Investor Survey and examine how investors are striking a balance between optimism and caution. Explore the full report for more insights: https://lnkd.in/end9bJR9

The United States dominates the ETF market with a 70% share exceeding USD 8.0 trillion last year1, followed by Europe (15%) or USD 1.8 trillion in 2023 and the Asia Pacific region (11%), USD 1.26 trillion. As both institutional and retail demand for ETFs continues to grow, driven by cost efficiency and expanding investment strategies, the market is expected to see further significant growth. Regulatory changes and competition among index providers will likely drive down costs, enhancing the appeal of ETFs.

Exploring ways to benefit from economic recovery or mitigate risk during economic downturns? ETF Strategist Darim Abdullah highlights the benefits of Invesco's Dynamic-Multifactor ETFs for investors seeking diversification across US and international #equity markets. Learn more here: https://ow.ly/xmOE30sBihT

This Bloomberg article discusses a trend of investors pulling money out of thematic ETFs (Exchange Traded Funds) focused on specific industries or trends. The article might explore reasons for this shift and what sectors are attracting investor interest.

Exploring ways to benefit from economic recovery or mitigate risk during economic downturns? ETF Strategist Darim Abdullah highlights the benefits of Invesco's Dynamic-Multifactor ETFs for investors seeking diversification across US and international #equity markets. Learn more here: https://ow.ly/KPIj30sB2nX