Exchange Traded Funds and E-Mini Stock Index Futures (Hardcover)

Preface.

Acknowledgments.

PART I: FROM RANDOM WALK TO A TRILLION-DOLLAR PHENOMENON.

From Random Walk to a Trillion-Dollar Phenomenon: Why Indexing Works So Well.

The Players.

The Indexes.

PART II: EXCHANGE TRADED FUNDS.

ETFs: Beginnings, Advantages, Attributes.

Details: ETF Structures, the Creation-Redemption Process.

General Strategies Using ETFs.

ETF Highlights.

PART III: THE FASTEST-GROWING INDEX PRODUCTS: E-MINI S&P 500 AND E-MINI NASDAQ-100 FUTURES--APPLICATIONS AND CASE STUDIES.

E-Mini Stock Index Futures: The History and Basic Nomenclature.

E-mini Stock Index Futures: Contract Highlights, Trading Fundamentals, Basis, and Fair Value.

Short-Term Strategies Using E-mini Stock Index Futures and ETFs.

PART IV: ADVANCED TOPICS AND THE ROAD AHEAD.

Longer-Term Strategies: Asset Allocation with ETFs.

Risk: The Most Ignored Four-Letter Word.

ETFs Beyond the United States.

The Future of ETFs and E-mini Stock Index Futures: The Road Ahead.

Frequently Asked Question (and Answers) About ETFs and E-Mini Stock Index Futures.

Appendix 1: Electronic Trading Considerations.

Appendix 2: ETFs and Small-versus Large-Cap Cycles.

Appendix 3: Index Arbitrage and Program Trading.

Endnotes.

Glossary.

Suggested Reading.

Recommended Web Sites.

Timeline.

Answers to Quizzes.

Index.