New answers tagged etf
6
Generally, managers take subscriptions and redemptions periodically, the frequency of which is defined in their offering documents. At the end of each period (daily, monthly, quarterly, etc), a NAV is struck, redemptions are processed, and subscriptions are processed, in that order. Striking a NAV is something that has to be done before any subscriptions ...
-1
this book can give a rough estimate about strategy from momentum based to leverage position sizing .
Quantitative-Strategies-Achieving-Alpha-McGraw-Hill
you can combine that with behavioural investing books which will give you advantage .
2
There is an influential paper by Gormley et al. on this topic called "Passive investors, not passive owners"
Also a new working paper by Heath et al. "Do index funds monitor?", which used to be called "Passive investors are passive monitors."
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