How would I go about creating a simple model that invest in all nasdaq 100 stocks? It would have to rebalance when a stock drops out or is added to the index. Seems fairly basic but is still over my head. Any help?
Thanks!
I created one for you. See if this is what you wanted.
https://www.portfolio123.com/port_summary.jsp?portid=1639021
Wow, thank you! I’m going to look it over and may come back with more questions. I appreciate it!
AZInvestor: I’m curious why your model does not have an identical return to the index? Where is the inefficiency occurring?
Thank you,
Chris
Chris
Don’t have a good idea. It could be slippage, using average of high/low, any lag in rebalance after index change or some other issues with the data. I think it’s real good especially if you check 5 year chart. It seems right on. Somebody from P123 could give you a better answer. I personally have no interest in this kind of model. I just created it to help out & personally I was surprised how well it tracks the index.
KJ