Notice of RetractionThe "Quantitative Etf": the New Frontier of the Investment between Innovation and Dynamism

Notice of Retraction

After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.

We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.

The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.

Over the last few years, the development of sophisticated analytical tools and significant improvements in the accuracy research databases have led to advances in the fields of finance. As a result, quantitative portfolio management instruments have become increasingly more powerful and effective; new Etf have been introduced on indexes that use quantitative methodologies to weight or select the components within the index. Based on the historical simulations, the quantitative model would have demonstrated good resilience during different market cycles, delivering alpha both in bull and bear environments. Quantitative index is formulaic, transparent, and is objectively and rigorously constructed. The purpose of this article is to compare the construction and composition of selected traditional and quantitative indexes and show relative performance over certain time period. Owing to the possibility to easily diversify the portfolio, the precision with which the benchmark index is replicated and the low management costs, the Etf Quantitative Strategy have seen extraordinary rates of growth. In particular, the analysis concerning the Lyxor Etf Wise Quantitative Strategy, an Etf for gaining exposure to a performing quantitative strategy on European Equity. Stocks are selected every month by the Wise model using an algorithm applied to a universe of pan-European stocks. Unlike discretionary investment processes, a quantitative model is not subject to the psychological pressure that faces asset managers.