chyylq

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  • in reply to: NASDAQ 100 reconstitution #86036
    chyylq
    Participant

    Thank you very much, @Peticolas! Great to hear you inputs on the strategies and how to use the resources.

    in reply to: NASDAQ 100 reconstitution #86028
    chyylq
    Participant

    Thanks for your reply. In this case, here is an easy way help investors better understand the profile of the strategy. Instead of QQQ, a better comparison is from a new benchmark ETF that has all current NADAQ 100 stocks equally weighted – and of course, you need to give a new equal weight if a stock didn’t exist before some period. If you can make that benchmark ETF available, that will be very helpful.

    in reply to: NASDAQ 100 reconstitution #86023
    chyylq
    Participant

    Is there a plan to use the constitution at the historical rebalance day to construct the ranks? I’m just thinking NASDAQ 100 itself is like a stock selection portfolio, so what is in right now is after the selection. At the time of every rebalance, if we use the current constitution, we are backtesting on a current portfolio – if that makes sense ? Thank you.

Viewing 3 posts - 1 through 3 (of 3 total)