The Simplify Bond Bull leverages long-duration assets and swaptions to protect against economic downturns and sudden interest ...

The managers’ discipline to buy bonds with better convexity profiles than plain vanilla passthroughs, or those that have more stable durations given changes in underlying yields, results in ...

Beyond trying to minimize negative convexity, the portfolio’s securitized allocation varies depending on how attractive the sector and its subsectors are to other areas of the bond market.

The fund’s design also maximizes positive convexity and minimizes time decay ... ‘let’s call this fund what it is,’ so for bond bulls, this is the ETF for you," said Harley Bassman ...

The higher the duration, the more of a bond’s price will drop as interest rates rise. Convexity refers to the curvature in the relationship between bond prices and bond yields. It tells about ...

The strategy involves buying put options with strike prices 5% below the S&P 500’s market value. To offset the cost, the fund ...

we use the values of three other bonds with very similar maturities to interpolate the value of this bond given its duration and convexity. The measure of relative value is simply the difference ...

Investing.com -- UBS Global Research has outlined seven key macro themes shaping financial markets this spring, with a focus ...

Nasdaq 100 futures fell 1.89% as traders brace for the Fed meeting. Bonds, oil, and metals saw mixed moves, with silver ...

S&P 500 futures slide as markets continue searching for a bottom. Is the recent drop in volatility a positive sign or a ...