How to calculate the balanced stock positions in an index basket.

Discussion in 'Trading' started by demguten, May 14, 2008.

  1. demguten

    demguten

    Hello people,

    In DAX basket (DAX future against stocks) how to calculate the number of individual stocks to make a perfect basket (no imbalance)?

    Hope to get some help here.

    Thanks.

    Hao