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Sida Li

Sida is a PhD student in Finance at the University of Illinois Urbana-Champaign. His research spans market microstructure, high-frequency trading, ETFs and big data.

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Opinion

Index rebalancing costs and the role of ETF portfolio managers

Tom Eckett

25 Jan 2022
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Analysis 17 Jan 2022

ETF industry hits back at claim index rebalances kill returns

Analysis 17 Jan 2022

ETF industry hits back at claim index rebalances kill returns

Even rules-based ETFs are far from passive actors

Read More Jamie Gordon
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Analysis 05 Jan 2022

Rebalancing costs are silent killer of ETF returns

Analysis 05 Jan 2022

Rebalancing costs are silent killer of ETF returns

Passive ETFs tracking US equity indices end up almost 10 bps a year worse-off than their active peers due to rebalancing inefficiencies

Read More Jamie Gordon
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