Lives

MASTERCLASS: Understanding the Building Blocks Behind the Calamos Autocallable Income ETF (CAIE)

We are pleased to announce a special technical masterclass designed to prepare participants for our upcoming exclusive webinar with the teams from Calamos and MerQube on the Calamos Autocallable Income ETF (CAIE).

Rather than analysing the ETF itself, this session will focus on the key financial concepts that underpin its construction. Our objective is to build the technical foundations first, allowing you to fully appreciate the product when we explore it in detail during the webinar.

Throughout the masterclass, we will independently introduce the main concepts involved, including:

• Volatility Target Indices

• Decrement Indices

• Synthetic Replication

• Total Return Swaps

• Box Spreads

• Autocallable Structured Products

• And several other key concepts used in modern structured investment solutions.

By deliberately separating the theory from the product itself, you will develop a much deeper understanding of each individual mechanism before seeing how they are combined within a real investment strategy.

Once these foundations are in place, the subsequent webinar with Calamos and MerQube will become significantly more practical. Instead of spending time defining technical concepts, we will focus on how these techniques are implemented within the CAIE ETF, why they were chosen, how they interact, and how they contribute to the product's overall investment objectives.

Whether you intend to participate in the webinar or simply wish to strengthen your understanding of modern structured investment products, this masterclass will provide valuable technical insights that extend well beyond the CAIE ETF itself.

📅 Thursday, 6 August 2026
🕔 5:00 PM - 6:30 PM CET
Video link will be shared upon registration

See you there! 🚀