Scientific Beta

ETF Strategy: "The fund provides exposure to an equity market neutral index that is composed of a long position in a number of portfolios designed to maximise exposure to different factors and a short position in a broad market capitalisation-weighted index. The underlying reference index, created by smart beta index provider ERI Scientific Beta, is the Scientific Beta Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral (x 3.5) Index."

ETF Strategy 08/06/2018

 

"(...) Lyxor has cross-listed its Lyxor Scientific Beta Developed Long/Short UCITS ETF onto Xetra and Börse Frankfurt under ticker code GLMN GY where it trades in euros. The ETF debuted on the Euronext Paris (MFLS FP) in April 2018, in euros, and has also been cross-listed onto the London Stock Exchange (MFLS LN) and the Borsa Italiana (MFLS IM) where it trades in US dollars and euros, respectively. The fund provides exposure to an equity market neutral index that is composed of a long position in a number of portfolios designed to maximise exposure to different factors and a short position in a broad market capitalisation-weighted index. The underlying reference index, created by smart beta index provider ERI Scientific Beta, is the Scientific Beta Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral (x 3.5) Index. (...)"

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