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INDEX REPLICATING MUTUAL OR HEDGE FUND AND TRADEABLE AS ETF

机译:替代共同或对冲基金且可交易为ETF的指数

摘要

A method for creating an index that replicates performance of a specified fund that includes a plurality of holdings issued by companies. The method includes defining plural subsets of the holdings in the specified fund, and, for each subset, determining correlation in performance between that subset and the fund. The method also includes selecting, as a replication index for the fund, one subset from among the plural subsets, based on the correlations in performance between the respective subsets and the fund. The method further includes creating an ETF based on the replication index, and making the ETF available for trading.
机译:一种用于创建复制指定基金的业绩的指数的方法,该基金包括公司发行的多个持股。该方法包括定义指定基金中所持股份的多个子集,并且对于每个子集,确定该子集与基金之间的业绩相关性。该方法还包括基于各个子集和基金之间的绩效相关性,从多个子集中选择一个子集作为基金的复制指数。该方法还包括基于复制索引创建ETF,并使该ETF可用于交易。

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