Forums - S&P 500: Do it by yourself

HOME FORUMS BROKERS SOFTWARE BOOKS CONTACT US

Your Account • Become a Member • Help • Search

	Forums ›› Main ›› Trading ›› S&P 500: Do it by yourself

Page 1 of 2: 1 2

Nym

Registered: May 2012
Posts: 117

08-30-12 02:30 PM

Hi,
I would like to do the exercise of understanding the costs of building a portfolio that follow the index vs buy an ETF.

Do you have any link that explain how the S&P is calculated?

in general... any suggestion and link where to learn more is more then welcome

Edit/Delete • Quote • Complain

Bob111

Registered: May 2002
Posts: 6405

08-30-12 02:47 PM

like this

http://www.sectorspdr.com/spdr/composition/?symbol=XLF

Edit/Delete • Quote • Complain

Bob111

Registered: May 2002
Posts: 6405

08-30-12 02:51 PM

http://us.spindices.com/indices/equity/sp-500

Edit/Delete • Quote • Complain

Nym

Registered: May 2012
Posts: 117

08-30-12 03:07 PM

thanks!

Are you saying that if today I buy 100 stocks of each company contained in the index I will be able to replicate the performance of the index?

constituentsexport.xls
This has been downloaded 35 time(s).

Edit/Delete • Quote • Complain

Bob111

Registered: May 2002
Posts: 6405

08-30-12 05:36 PM

in same weightings %

you can do it on paper, to check if it will replicate index or whatever. then check the correlation

but what's the point? i don't get it..if you want SP performance-buy SPY

http://finance.yahoo.com/echarts?s=...nge=6m;compare=^gspc;indicator=volume;charttype=area;crosshair=on;ohlcvalues=0;logscale=off;source=undefined;

can't get any more correlated than that

Edit/Delete • Quote • Complain

Nym

Registered: May 2012
Posts: 117

08-30-12 09:15 PM

I know... is a bit creasy but i would like to understand if I can replicate the S&P by myself and see costs and minimum capital.

P.S i can not see your link.

Edit/Delete • Quote • Complain

Page 1 of 2: 1 2

Receive an email whenever a new post is added to this thread by subscribing to it.

Rate This Thread:

Forum Jump:

Conduct Rules - Privacy Policy - Day Trader - Day Trader Forum - Best Trading Software - Sitemap

WHILE YOU'RE HERE, TAKE A MINUTE TO VISIT SOME OF OUR SPONSORS:
Advantage Futures Futures Brokerage & Clearing AMP Global Clearing Futures and FX Trading Bright Trading Professional Equities Trading CTS Futures Trading Software DaytradingBias.com Professional Trading Analytics ECHOtrade Professional Trading Firm	eSignal Trading Software Provider FXCM Forex Trading Services Global Futures Futures, Options & FX Trading Interactive Brokers Pro Gateway to World Markets JC Trading Group Direct Access Trading MB Trading Direct Access Trading	MultiCharts Trading Software Provider NinjaTrader Trading Software Provider OANDA Currency Trading optionshouse Option Trading & Education Rithmic Futures Trade Execution Platform SpeedTrader Direct Access Trading	SpreadProfessor Spread Trading Instruction thinkorswim by TD Ameritrade Direct Access Trading TradersStudio System Building & Backtesting Trading Technologies Trading Software Provider Trend Following Trading Systems Provider