BALI seeks to provide income by selling monthly options on the S&P 500 Index in order to collect the option premium. These options also allow BALI to benefit from rising stock prices up to the option strike, or preagreed price for the S&P 500 Index.
Who is Blackrock systematic?
BlackRock Systematic (BSYS) has been an industry leader in active, systematic investing with over 35 years of experience. BSYS has pioneered data-driven and disciplined investment processes built on a culture of research and innovation. Insights are uncovered by combining economic intuition with highly sophisticated data-analysis techniques.
Why does Blackrock publish the ITR metric in temperature range bands?
As a result, BlackRock publishes MSCI’s ITR metric for its funds in temperature range bands. The bands help to underscore the underlying uncertainty in the calculations and the variability of the metric. What are the key assumptions and limitations of the ITR metric?
