Does anyone know of a place where I can get the ER2 fair value online (for free)? IndexArb.com has Nasdaq and S&P and Dow, but no ER2. Programtrading HAS it but wants $1300 a quarter. Anyone? W
I would have thought that there would not be much arbitrage activity in the Russell 2000 future due to the difficulty of trading the associated 2000 stocks, or even a meaningful subset basket. Not to mention the complexity of tracking the dividend policy and announcements for 2000 companies.