Algorithm-Based ETF 'Buys The Dip' to Beat the S&P 500
Interactive Video
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Business, Social Studies
•
University
•
Practice Problem
•
Hard
Wayground Content
FREE Resource
The video discusses the creation of ETFs based on behavioral finance strategies, focusing on the disposition effect and asymmetric volatility. It highlights the use of algorithms to manage risk and capitalize on investor behavior. The impact of external information, such as tweets, on market reactions is also explored. The video addresses high turnover in ETFs and compares trading and hedging costs. Finally, it mentions student contributions to developing new algorithms.
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2 questions
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1.
OPEN ENDED QUESTION
3 mins • 1 pt
What does the term 'new school low volatility' refer to in the context of the ETF?
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2.
OPEN ENDED QUESTION
3 mins • 1 pt
In what way does the algorithm take into account investor behavior?
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