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index roll

An investment strategy that uses a combination of index funds and long term equity anticipation securities whereby the investor is required to roll over a series of LEAP options in order to obtain exposure to a long term move in an index. Using this strategy, investment gains can be magnified and could even outperform the index over time.

Related information about index roll:
  1. Index Roll Definition | Investopedia
    A passive index investing strategy that is established by using a combination of index funds and long-term equity anticipation securities (LEAPS). The investor ...
     
  2. Goldman Sachs | S&P GSCI™ Commodity Index - Roll Period
    S&P GSCI™ Commodity Index Roll Period. Print. The rolling forward of the underlying futures contracts in the excess return index portfolio occurs once each ...
     
  3. Index roll
    The process, which usually takes place every six months, of changing the composition of a to ensure that it remains...
     
  4. Equity Index Roll Dates
    Rollover Dates for Equity Index Futures at CME Group Exchanges. CME Group Equity Index futures contracts users may roll their futures positions from one ...
     
  5. What Is an Index Roll?
    An index roll is a type of investment strategy that involves the use of a mixture of LEAPS, or long-term equity anticipation securities, and index funds.
     
  6. A Primer on Index Calculation and Performance - Dow Jones Indexes
    The timing of the index roll, as defined by the index methodology. 2. The relative price movements of the incoming contract and the outgoing contract. Factor #1: ...
     
  7. CBOE BuyWrite Index Roll Information
    CBOE BuyWrite Index Roll Information. Introduction · CBOE BuyWrite Index Roll Information · Press Releases · Bibliography · CBOE BuyWrite Index Daily Data ...
     
  8. September 2012 Index Roll Timetables (all times ... - Markit.com
    September 2012 Index Roll Timetables (all times London). Markit iTraxx SovX CEEMEA Series 8. Date. Time. Action. Aug 31. Fri. Cut off date for observation of ...