How do NQ and QQQ track so closely?

Discussion in 'Index Futures' started by Dollardogs, Feb 25, 2024.

  1. Actually, I know a guy who trades smaller ETFs (less liquid) as well ETFs that involve non-traditional assets or have incomplete holdings. It's a bit more statistical and requires a lot of work, but there is definitely money there.
     
    #41     Apr 15, 2024
    oll1e likes this.
  2. 2rosy

    2rosy

    about 10 years ago I was part of a two person team that surprisingly made some money doing this with a liquid ETF (penny wide quote) and illiquid constituents (sometimes 50 cents wide). I was a bit amazed it worked.
     
    #42     Apr 15, 2024
    Slow Learning Elf likes this.
  3. I’ve seen it work even recently, but it’s so capacity constrained that you might as well get a job.
     
    #43     Apr 15, 2024
  4. Don't you have to be an authorized participant to create/redeem? Or is this guy warehousing the arb and then waiting for prices to swing in other direction (from NAV discount to premium or vice versa) to unwind?
     
    #44     Apr 15, 2024
  5. The latter - essentially waiting for the authorized participants to push the price in their direction.
     
    #45     Apr 15, 2024
    jtrader33 likes this.