S&P 500: Do it by yourself

Discussion in 'Trading' started by Nym, Aug 30, 2012.

  1. Nym


    I would like to do the exercise of understanding the costs of building a portfolio that follow the index vs buy an ETF.

    Do you have any link that explain how the S&P is calculated?

    in general... any suggestion and link where to learn more is more then welcome
  2. Bob111


  3. Bob111


  4. Nym



    Are you saying that if today I buy 100 stocks of each company contained in the index I will be able to replicate the performance of the index?
  5. Bob111


    in same weightings %

    you can do it on paper, to check if it will replicate index or whatever. then check the correlation

    but what's the point? i don't get it..if you want SP performance-buy SPY


    can't get any more correlated than that
  6. Nym


    I know... is a bit creasy but i would like to understand if I can replicate the S&P by myself and see costs and minimum capital.

    P.S i can not see your link.
  7. If you read the Wikipedia article on the S&P 500, it explains how the weightings are calculated.