Find
27 Oct 2022

Eurex

Macroeconomic exposures of style indexes: what you don’t know could hurt you

Risk.net article, sponsored by Eurex

A multi-factor approach is a time-honored method to achieve diversification across compensated factors and thereby improve a portfolio’s risk-return tradeoff. It has less macro risk than some single-factor styles, but more macro risk than others, and on its own is not a reliable way to reduce macroeconomic exposure. However, a side benefit of a multi-factor approach that also restricts industry exposures is that the resulting portfolio tends to have little exposure to economic forces.  

Gain insight from Melissa Brown, managing director of applied research at Qontigo, how changes in the macroeconomic environment can influence portfolio risk across a range of investing styles.  


Market Status

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.