Thomson Reuters Indices Research TeamThe success of Thomson Reuters Indices is driven by the leadership of our research and analysis team. Our experts are available to provide market perspective for interviews, commentaries and speaking engagements. The team can address a variety of topics, including overall market behavior, sector movements, and global and regional market trends.

Find some of the latest reports below and be sure to check out the Resource Library for an archive of the team’s analysis and thought leadership.

EDITORIAL

Realized Volatility IndexesJOURNAL OF INDEXES
Realized Volatility Indexes
November/December 2011-11-03


Andrew Clark - Chief Index Strategist
Looking behind the VIX, a different kind of volatility index.

 


ONLINE

IndexUniverse.eu – “Buy, Sell or hold tight?"
September 2011


Andrew Clark, Chief Index Strategist at Thomson Reuters Indices looks at expected losses from equity and commodity indices in volatile times.

 

IndexUniverse.com - Secor ETFs: Highly ClassifiedIndexUniverse.com - Sector ETFs: Highly Classified
 June 2011

IndexUniverse.com talks about the importance of sector classification schemes for ETFs. The article uses differences between TRBC consumer sectors and rival schemas to show how choice of schema methodology is more important than expense ratio when selecting sector ETFs.

PRESENTATIONS & WEBCASTS

Price Risk, Liquidity Risk and Noise: Constructing Better Risk-Based InvestmentsPRICE RISK, LIQUIDITY RISK AND NOISE: CONSTRUCTING BETTER RISK-BASED INVESTMENTS 653K
Hong Kong Society of Financial Analysts
FEBRUARY 13, 2012

Stock and Stock Indices in APAC - Where are They GoingSTOCK AND STOCK INDICES IN APAC - WHERE ARE THEY GOING 875K
Hubbis Asian Wealth Management Forum 2012
February 9, 2012


Credit Market Liquidity and Forecasting the TED Spread webcastLIQUIDITY - DEFINITIONS, PROBLEMS, PROXIES and ANSWERS
March 23, 2011

In this webcast, Andrew Clark explains not only the importance of liquidity to asset managers, but also the difficulties involved in measuring liquidity directly. He will review the different proxies available both academically and in practice, before explaining the approach to liquidity used at Thomson Reuters for index construction.

WHITEPAPER

Thomson Reuters PayNet Whitepaper - Looking into the Future with the SBLI

Squeezing a Little More Out of Commodities - Earning Alpha from the Thomson Reuters/Jefferies CRB Index
 January 2011 

This paper tries to improve on the already impressive performance of the Thomson Reuters/Jefferies CRB index over the last 17 years. Firstly, the current methodology of the index is reviewed, followed by an outline of the constraints our alpha index will work with. Finally, the alpha index returns are compared to the existing TR/J CRB index.

ONLINE

Pricing and Liquidity is key for offshore RNB market screenshotTHE TRADE (ASIA)
Pricing and liquidity is key for offshore RNB market
 FEBRUARY 2012

Andrew Clark - Chief Index Strategist
Andrew Clark notes that much needs to be done in terms of increasing liquidity and establishing pricing benchmarks before an efficient Chinese market can develop.

SeekingAlpha.comSEEKINGALPHA.COM
Does the US rally have legs?
 JANUARY 2012

Andrew Clark - Chief Index Strategist
Using a unique Thomson Reuters leading indicator that marries the speed at which prices change and volume, Andrew Clark looks at the sustainability of the U.S stock rally of late 2011/early 2012.

FUNDWEB - Andrew Clark articleHEDGEWEEK
Correlation, decorrelation and sector selection
JANUARY 2012

Andrew Clark - Chief Index Strategist
Andrew Clark draws on second-order variability analysis to predict which US sectors will decorrelate first, assuming the current market rally has legs…

FUNDWEB - Andrew Clark articleFUNDWEB
Without a cure, disease will spread
NOVEMBER 2011

Andrew Clark - Chief Index Strategist
As the debt crisis in Greece matures, it is possible to assess the impact it is having on the eurozone's peripheral countries as well as highlighting the need for a long-term solution.

SeekingAlpha.com Screen ShotSEEKINGALPHA.COM
Gold Prices Will Continue To Rise This Year And Next
NOVEMBER 2011

Andrew Clark - Chief Index Strategist
Research shows that over the next 12 - 15 months fundamentals, sentiment and an optimistic market for gold will continue to support gold prices, but the second half of 2013 remains a concern in this respect.

Mineweb Screen ShotMINEWEB
Gold Mining Stocks: Going Sideways With Small And Microcaps Doing Well
november 2011

Andrew Clark - Chief Index Strategist
An analysis of the performance of gold mining stocks vs the gold price shows that those which look to have performed best in the year to date are small and microcap pure gold plays.

REUTERS INSIDER VIDEO

REUTERS INSIDER
Inside Equities: European Sector Rotation Analysis  
JULY 2011

Compared to the Thomson Reuters Europe Index, the energy, automobile and basic material sectors are attractively priced and can be expected to outperform in July.

REUTERS INSIDER
Inside Equities: End of QE2 Hits Emerging Market Stocks 
JUNE 2011

Reuters Equity Analyst uses cloud chart analysis of the Thomson Reuters Global Emerging Markets Index to identify current trends.

Reuters Insider - January 2010REUTERS INSIDER
Inside Equities: Cloud Chart Analysis: Mining Stock 
May 2011

Reuters Equity Analyst Richard Muller deploys technical clouds and uses the TR/J CRB Index and the TR European Metals and Mining Index to assess whether mining stocks are at risk of further downslides.

Reuters Insider - January 2010REUTERS INSIDER
New Index Suggests Global Equity Volatility Will Rise 
June 2010

The VIX volatility index shot up more than 50 points last week, its biggest three-day run since February 2007. We look at how the VIX measures volatility as well as a new Thomson Reuters Index that forecasts volatility. 

PRESS COVERAGE

The Thomson Reuters Index Strategy team is continually featured in a number of top financial publications and sites:

2012

2011 Coverage

2010 Coverage

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