Sup ya'll New to the forum. I'm not a company or a vendor just a private trader. Recently read Ernie Chan's quantitative trading book and think its amazing. Given the current condition of the markets and the lack of liquidity it doesn't take a genius to see that the majority of market action comes from the ETFs rebalancing. I was wondering if anyone here trades the components of any ETFs. I was thinking about setting up a spread sheet with a live data feed and trading daily in accordance to the ETFS NAV and when the spread gets out of whack. I was wondering if anyone here does this and would like to point me in the right direction to intraday NAV calculations and calculating the spreads .