Category: Analytics

  • Exceptional & Rich ® BSE 40 India Simulations

    Exceptional & Rich ® BSE 40 India Simulations

    AlphaBlock’s “open indexing” is a systematic, scientific, and replicable method, which is based on a mathematical innovation [1][2][3][4][5][6][7][8][9][10] that allows for the construction of smart beta portfolios that are less concentrated, recover faster after a market fall and improve on the limitations of the current indexing methods [11][12][13]. The Exceptional & Rich [E&R] Indices Sandbox…

  • Canadian 60 Recovery!

    Canadian 60 Recovery!

    Now that the Canadian Benchmark S&P TSX 60 had its worst week since the March 2020 pandemic crash, you may wonder about its recovery. The Science of recovery is tied to the design of the benchmark. The current benchmarks including the S&P TSX 60 is poorly designed, creates concentration risk and hence takes longer to…

  • S&P 500 Recovery

    S&P 500 Recovery

    The S&P 500 methodology, the industry benchmark which measures the performance for 9 out of 10 asset managers is flawed because it is concentrated, has no anticipation, has been built on hit and trial and has long recovery periods. S&P 500 Methodology leads to longer recoveries because of the concentration risk. When you give 6…