For discussion on investment choices please open another thread. This thread was posted under the broker sub-forum regarding broker policies.
There are some asset classes in which mutual funds almost always outperform ETFs. For example, most high yield bond funds outperform HYG and JNK...
Can you please clarify, Is only a subset of funds on IB "load waived", or are all funds "load waived" as long as they are tradable on IB? If all...
I called IB's customer services about this, and from what I was told, it appeared that all mutual funds traded on IB were "no front load" even...
IB customer services told that all mutual funds subject to a 60 day restriction after being sold. Can you give me an example of Profund that does...
HYG is a high yield corporate bond fund, not a treasury bond fund.
I want to backtest a long term strategy trading HYG (high yield bond ETF). However, HYG's history is too short for backtesting. I am looking for...
Do you mean the ones listed under "commission free" are no load, or all funds traded on IB are no load? For example, NHMAX has 4% load shown on...
Is there any commission free mutual funds on IB? Other brokers often have certain fund families that are commission free. I am wondering if IB...
I sold my vanguard fund and IB didn't allow me to purchase it again. What are frequent trading restrictions for mutual funds on IB? When can I...
Do you know how to replicate a cumprod from your data source? I tried but got the chart on post #22 above. Thanks.
Thanks for clarifying. I tried these formulas, and noticed that the TR series has only grown 3 times over the past four decades, with CAGR at 3%....
I tried to create a TR series using the return column and got a series like this, which didn't look right. [IMG] The formula is basically...
I see. So for futures, regardless of the remaining term and coupon of the underlying, we always just consider as if it's always the latest 30 year...
Thank you so much for your spreadsheet. May I know the Quandl page/identifier that you used as the input?
I thought, to calculate the return of the futures for each period, we needed both yield and duration of the underlying bond, no?
To calculate a total return index I would also need to find/estimate the durations of the CTDs, which I don't know where to get historically.
Is there a way to find out the average duration of ZB futures? The CTD changes every month and I don't know how to get an estimate. Thanks.
I am backtesting a strategy which involves rolling the nearest month of ZB (long-term treasury bond futures). I can't find a total return index...
Thank you.
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