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Questions tagged [indexes]

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2answers
74 views

where to download current composition of popular indexes?

What are reliable sources to download plain-text files listing current composition of various popular indexes such as S&P 500 (SPX) or Dow Jones Industrials (DJI) or Nasdaq 100 (NDX) ? At a ...
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1answer
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Are Indices Regulated

Suppose that a bank (or any regulated body) wants to sell and ETF, replicating some index. Does that replicator have to adhere to the Basel accords? Similarly, if a bank (or any regulated body) ...
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2answers
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Properties of an iTraxx index

I am working on maintaining the market data of iTraxx indexes in our systems and I have the following questions: What events prompt change in series and version of an iTraxx index ? Is it after one ...
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1answer
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Large Differences in Open Interest between Similar Strikes

Consider the image attached, showing a part of the options chain for the NDX expiring July 20. What can possible explain such large differences in Open Interest across similar strikes, e.g. 818 at 7,...
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4answers
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Why are stock index futures not used to forecast how much the stock market will rise, given that interest rates futures are used for this purpose?

In news articles, the reader often read interest rates forecasts calculated based on interest rate futures. An example is here; How did traders calculate that the expected number of rate hikes is 4 ...
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0answers
50 views

Seeking data source for index constituents and changes

I need to find a definitive list of US and UK index constituents. I'm currently monitoring S&P100, S&P500, DJIA, FTSE100, FTSE350 etc. and curating the list manually, which is causing problems....
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1answer
310 views

Real Estate Index in Python

I am trying to find a way to create Real Estate Index using Python 3.6 for my high school project. I have a csv file with the following columns: Date of Sale Amount Type (Commercial/Residential/...
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2answers
106 views

How to trade the FTSE index long and short

I built a trading model to predict the FTSE index. However, apparently one cannot trade the FTSE directly, but only different underlying products. My model trains on the FTSE index, however tradeable ...
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0answers
50 views

where to find real time data non-delayed of N225 and AXJO

I found marketindex.com real time data for the Austrial market index AXJO. Is there a similar website for the Nikkei Index N225? On all websites it is always 20 minutes delayed, such as yahoo finance....
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1answer
288 views

How to download historical composition of a Stock Index with monthly prices

for a Quantitative project in Asset Management, I need to obtain for each year -on a long period (20 years) - the different historical constituents and their prices on a monthly basis for a given ...
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2answers
447 views

What is the best benchmark index for computing the beta of a multinational company?

I'm running a valuation of a multinational company listed on the AEX (Amsterdam Eurononext). The company has operations in Europe (70%), US (25%) and other (5%). I have historic stock data until from ...
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1answer
810 views

Reliability of CDS indices?

Looking at a time series two North American CDX indexes, one high yield and one investment grade, shows somewhat unexpected trends. CDX.NA.IG seems to be much higher and more volatile than CDX.NA.HY,...