HOUSING DERIVATIVES

News and analysis for US housing futures, options, forwards and swaps.

Home

June 16, 2008

Commercial RE - Managing Alpha With Beta

This SeekingAlpha article compares the pending Chrysler Building sale (New York, NY) price with the performance of the Rexx Index.  The RoR performance of the physical asset (alpha) and the Rexx Index (beta) seem to converge.

Jun 16, 2008 11:24:40 AM | Spot / Forward Pricing
  • Reblog It 0

NEXT POST
Exchange-Traded Securities For Housing Prices MacroMarkets has filed with the SEC to list exchange-traded housing price securities. These securities will allow retail and institutional investors to access changes in the S&P/Case-Shiller Home Price Index with 2x leverage. Here is the SEC filing. Blogosphere comments on...
PREVIOUS POST
IRS Rules For Real Estate Derivatives Investing The IRS has made a ruling that addresses the tax implications of trading US property derivatives. The tax ruling makes the difference between real property and index property. As reported by RED-SIG: "The IRS officially ruled that derivative index trading...

1 Following
0 Followers
The Typepad Team

Search

Recent Comments

  • mike
    mike: Thanks for the mention Fritz. While we havent... | more »
    On Housing Derivatives - City Data
  • mike simonsen
    mike simonsen: duh. now I see your post from last week... | more »
    On Housing Derivatives As Economic Indicator
  • mike simonsen
    mike simonsen: Hey - when do they start trading the November 2... | more »
    On Housing Derivatives As Economic Indicator
  • Subscribe to this blog's feed
  • Powered by Typepad