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"some site" Well that's specific

An index does have volume - the sum of the volume of the constituents, but not all index providers do that. For those that do, some report consolidated tape, others report listing exchange only. Nobody does it weighted (perhaps they should). When I do this for my own indexes I use dollar...

Yep all of them are garbage for complex coprorate actions. Including the premium offerings. I spoke to a rep at one of the companies about a controversial corporate action and he stated along the lines of "yes, we actuallly agree with you, but our competitors did it differently and we decided...

For simple companies they're mostly fine. You're going to get a difference of opinion about extraordinary events. For complex companies and corporate actions they're all garbage. Yep all of them. Spinoffs and mergers are particularly problematic. Other points of issue: Multinationals that...

It really depends how quickly they can sell off. They might try and sell it off over multiple days, or just hit the close. There's not much incentive for them to give you the best price - they're trying to wind up the fund.

It does appear you're new at this. All four of these statements are nonsenical: Study Python and become a brain surgeon. Study Python and become a mechanic. Study Python and become a lawyer. Study Python and become a CCIE. Do you even know what a CCIE is?

Oh, another first time poster. What's the odds that 4 first time posters would come to this thread?

You probably are more interested in looking at the NAV/IOPV versus the ETF price versus the liquidation price You might get a mismatch there. But watch out for ETFs where the trading hours/settlement time of the holdings are different from the ETF trading hours. Could be a useful arb for...

Contact Worden by email or online chat. Weird that you wouldn't do that first.

"Crowded trade" Weird term.

You get what you pay for.

Welcome, first time poster. How strange you would reply to this thread.

xappppp, I've been doing Python for a while now. Extra modules like Zipline and the like take a while to figure out. My daily data vendor (Norgate) has figured out how to adapt code Clenow's book against its data, which is a task I'm thankful I didn't have to do myself. Zipline is authored...

Spread is typically lowest on highest dollar volume instruments (daily close * volume). Easier to just scan for that.

LOL on translation for first time poster Svetlana: ------------------- I have been trading with Exante for almost a year. No complaints. There have never been any problems with withdrawing funds. If you have any questions, please contact your personal manager + 24/7 technical support. You need...

... and he's back!

How old? DISCA: S&P 500 since March 2010 AMD: S&P 500 since March 2017.

DISCA and AMD borrow is surprising (S&P 500 stocks).

Historical fundamentals are all fine and dandy until the company does silly things like share buybacks, mergers, spinoffs, creates/removes share classes or, heaven forbid, restates financials for historical fiscal years. Expect quite a few restatements soon!

I like that it has one defined session, the daily settlement is at the close of trade (i.e. no "settlement period" prior to close then an hour or two of trade until it actually closes - yes CME I'm looking at you), cash settled, reasonable trading hours. Will be interesting to see if takes off...