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

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

An emphasis on diversification and predictability with a focus on bonds whose prices rise more in falling yield environments than they decrease in rising ones (a feature called positive convexity ...

Discover why the Simplify Volatility Premium ETF (SVOL) poses higher risks after portfolio shifts. Explore safer high-yield ...

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 ...

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 ...

If you can borrow at zero then levering simply multiplies risk and return simultaneously. At 2x leverage, your return is (2 x 4% – 1 x 0%) = 8%. You can see where this goes since 0 times anything ...

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

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

Nasdaq 100 futures decline as positive PMI data fails to offset trade war concerns. What can traders and investors expect?