Important Update
As you may recall, this web page began life as a single-strategy tutorial (Rolling LEAP options as stock or index replacements) and then developed into a site to support the book, Enhanced Indexing Strategies, and associated articles.
Now this site is being repurposed yet again to focus on what we see as the future of investing: multi-factor long-short strategies. In recent articles in Trading Markets and Investopedia we've described their general structure and how they helped hedge funds and long-short funds avoid the worst of the recent crash and recover more quickly.
But hedge funds and longshort funds have one big problem - their lack of transparency makes them impossible to analyze and evaluate. Clients are asked to trust management's expertise, and in this environment investor trust is naturally in very short supply.
Since IndexRoll's inception, we've been researching, developing, and sharing these types of multi-factor strategies. They range from simple covered calls to complex market-neutral diagonal positions on multiple indexes. Every strategy is freely available for anyone to analyze, replicate, and refine. (Futures & Options Trader has several.)
The adoption of transparent multifactor strategies has the potential to revolutionize the asset management industry and make it far more responsive to its customers. We are proud to be the leaders in this effort.
Thanks entirely to your help, you the editors, publishers, journalists, clients, bloggers, and readers, we've had opportunities that I could never have imagined. It wasn't all that long ago that I was passing the time at Fannie Mae by studying options decay on LEAPs. Luckily those trillion dollar securities accounting programs can take a long time to run.
We appreciate for your patience and we will have the new site up shortly. In the meantime, please contact tristan@indexroll.com with any specific questions. Media inquiries always welcome - we've been helping reporters hit their deadlines on their ETF stories for years.
- Tristan Yates