PDA

View Full Version : Quant ETFs Take You Outside The Box


ETF Trends
06-14-2008, 05:36 AM
ETF Trends - Keeping a Grip on Exchange Traded Funds (ETFs)

http://www.etftrends.com/images/2008/06/11/566201300.jpeg Exchange traded funds (ETFs) that employ non-traditional strategies are capturing investors' imaginations.
By straying from tradition, the rules-based quant strategy ETF promises pumped up returns by hedging a portfolio or taking a directional bet on a sector, niche or market, explains Scott Martindale for Trading Markets (http://www.tradingmarkets.com/.site/stocks/how_to/articles/-75909.cfm).
This next generation of indexing uses a wide range of factors, including fundamental, technical and sentiment-oriented, to get a subset of top-ranked stocks within the index. This is accomplished through a multi-factor, quantitative indexing approach, which is transparent, back-testable and repeatable.
Some of the quant-based ETFs are:

PowerShares Dynamic Large-Cap Value (PWV (http://finance.yahoo.com/q?s=pwv)): down 8.4% year-to-date
PowerShares Dynamic Industrials Report (PRN (http://finance.yahoo.com/q?s=prn)): down 2.6% year-to-date
Claymore/Zacks Sector Rotation Portfolio (XRO (http://finance.yahoo.com/q?s=xro)): down 9.1% year-to-date
Claymore/Sabrient Insider Portfolio (NFO (http://finance.yahoo.com/q?s=nfo)): down 7.2% year-to-date If you're comfortable with the idea of these ETFs, want to break with a little tradition and these funds are above their trend lines, it will be nice to have these funds as an option.


complete story here... (http://feeds.feedburner.com/~r/etftrends-feed/~3/311691221/quantitative-et.html)