Eurex plans to list the first futures contract linked to banks’ quantitative investment strategies (QIS) as early as the end of next month. The Frankfurt-based exchange has been in talks with three dealers to offer contracts on an initial selection of custom equity indexes.
”Eurex plans to launch the first futures contract linked to banks’ quantitative investment strategies (QIS) by the end of next month. The exchange is collaborating with QIS analytics firm Premialab to provide connectivity to banks, data and risk services for the new contracts."
"This comes at a time of double-digit growth for banks’ QIS businesses, with global notional now exceeding $700 billion, according to Premialab.”
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