Russell 2000 Weightings

stock777

stock777

Been to all the logical sources but am having trouble finding the DETAILS of what stocks in what weightings comprise the Russell 2000.

I know there are 2000 stocks or so, but exactly what is the calculation used intraday. Dow 30 and SP 500 is easy , the formula is posted in many places.

Anyone know or have a link?
 
:p Thanks, I looked everywhere but there.

PS. There seems to be at least one error in that list, I doubt that a money market fund is in the Russel.
 
Quote from IndexTrader:

http://www.cboe.com/OptProd/R2000.pdf
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I had that list, needed the weightings. Thanks anyhow.

If anyone has an idea how to approximate the realtime change in the Russell without having to monitor hundreds of stocks, post it here. Since each stock seems to have such a small weighting, you'd need to somehow get the names that actually move the index (highest volitility).

May have to scan the list with Tradestation and a volitility measure.
 
Not exactly sure what you're after. $RUT, the cash russell2k is updated every 15 sec.

Even if you update the whole 2000 stock list (I've tried) in *realtime* the futures and iwm will still not allow you to profit from any "speed" since many issues don't trade much.

Have you checked also:

http://www.russell.com/US/Indexes/US/Methodology.asp
http://www.russell.com/us/indexes/us/2000.asp

Maybe if you clarify your purpose, someone might be of help.



Quote from stock777:

I had that list, needed the weightings. Thanks anyhow.

If anyone has an idea how to approximate the realtime change in the Russell without having to monitor hundreds of stocks, post it here. Since each stock seems to have such a small weighting, you'd need to somehow get the names that actually move the index (highest volitility).

May have to scan the list with Tradestation and a volitility measure.
More...
 
That list should be of use. Thanks. Is that the pay version of the screener?

My purpose, as you mentioned, is to try and get a heads up on the movement of the index, by plotting a subset of the 2000 stocks.

Doing this properly is probably non-trivial and may not even be useful as you suggest. The ER2 moves so fast though, it might be possible to see it coming if you watch the right names.
 
Yes, it is their fee version. I think it's $5/month?

As for ER2, I haven't traded it in a while. I did notice sometime back that it seemed to take its cue from the NQ futures contract.
As for using individual securities to predict the index, I suspect that sometimes whatever you pick will lead and other times they'll lag. That's been my experience in that type of experiment.
But these things sometimes take you down interesting paths.
Happy trails.


Quote from stock777:

That list should be of use. Thanks. Is that the pay version of the screener?

My purpose, as you mentioned, is to try and get a heads up on the movement of the index, by plotting a subset of the 2000 stocks.

Doing this properly is probably non-trivial and may not even be useful as you suggest. The ER2 moves so fast though, it might be possible to see it coming if you watch the right names.
More...
 
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