Intelligent Financial Research & Consulting (IFRC)

Index Investing, From Theory to Practice (3 x 21h)

For many purposes

Part 1: Introduction (21)

Theory: CAPM and al
What’s an index, how is it calculated, maintained, …
Before the Dow, the Dow and after
Index Classification
  • Benchmark, Blue Chips, Size, Sector
  • Strategy, Thematic
  • Total Return, Price index
  • Equal, Capitalization, Adjusted Capitalization, Factor Weighting
  • Measures: contribution, tracking errors, …


 Part 2: Products Types, Specification, and Trading (21h)

World Market Capitalization: 100,000 Bn$ (US = 30%)
Index Funds
  • Traditional vs Innovative
  • Index vs. Actively Managed Investing
  • Optimization and Fees, Management costs, Liquidity cost
  • Legal issues, Directives and Constraints
Index Derivatives
  • Option and Futures
  • Structured products
New Generations
  • Leveraged
  • Based on futures
  • Strategy index, Smart
  • Non financial : Weather


 Part 3: Index Futures, Everything you need to know before trading index futures (21h)

It is so hard to succeed but so easy to fail

  • Know-Understand-Do (KUD)
  • Experience
  • Anticipation
  • Planning
  • Control
Market organization
  • Exchange,
  • Clearing House
  • and Regulator
  • and their respective role
Define target
  • Retailer vs Professional
  • Local vs Foreign trader

software, interface and add-ins; technology and feeds

Rules and supervision, transparency : “Fair” game

underlying, liquidity and cost, fit to users?

Participants and users

diversified and different interests; market makers role and hedging


theory and practice; avoid misuse, and abuse

Multi factors to succeed, one or very few to fail

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