News and Research

Research
PPLC WhitepaperJanuary 03, 2018

The first US-listed ETF targeting the S&P 500 Index began trading in 1993. Today the US ETF market is over $3 trillion, and over 185 ETFs representing almost $800 billion in assets are dedicated to US large caps, most in variations of S&P 500 strategies. These large-cap ETFs are by now quite varied in approach, … Continue reading “PPLC Whitepaper”

Research
KNOW Characteristics: Finding the Right FactorsSeptember 28, 2016

In this paper we will explore the evolution of smart beta investing through the advent of academic factor investing and examine how the characteristics sought by the SBRQAM Index can potentially overweight and/or rotate through the most common factors contributing to competitive performance. The Sabrient Multi-cap Inside/Analyst Quant-Weighted Index (SBRQAM), is an index that investors … Continue reading “KNOW Characteristics: Finding the Right Factors”

Research
Enhancing the Core: What Do Insiders Know?January 21, 2016

“What we need is a no-load, minimum management-fee mutual fund that simply buys the hundreds of stocks making up the broad stock-market averages and does no trading from security to security in an attempt to catch the winners. Whenever below-average performance on the part of any mutual fund is noticed, fund spokesmen are quick to … Continue reading “Enhancing the Core: What Do Insiders Know?”

Research
Create Better ‘Barbells’ With Bond ETFsJune 16, 2015

Many investors expect the return streams from bond ETFs to behave like the direct purchase of a bond, essentially providing current income with the likely return of principle at a future date.  Although the expansion of ETFs has provided investors access to bonds, and at a reasonable cost, the performance behavior of these ETFs are … Continue reading “Create Better ‘Barbells’ With Bond ETFs”

Research
ETFs, Hedge Funds and DemocracyMay 01, 2015

This month ETFGI, a wholly independent research and consultancy firm founded Deborah Fuhr, has made headlines with their data showing that global ETP assets will soon surpass the assets held in hedge funds. It is important to note that this inflection point coincides with record assets under management for WisdomTree Investments, Inc. (WETF). Today, close … Continue reading “ETFs, Hedge Funds and Democracy”