AI
Monday, June 16, 2008 4:35:31 PM
Russell rebalancing
index tracking funds have to buy the new entrants and sell the deletions
the actual trades don't have any explicit timing, so that severely underfollowed tickers might pop and then drop some, or undergo slow accumulation.
one thing i think for sure, is that shorts will need to do some covering before the rebalancing on issues being added simply because there will be order imbalances toward the buyside over the next 2 weeks
there is no guarantee that the preliminary lists will be the final lists as the market caps of the "bubble" tickers can do some fluctuating
TRADING: "More Signal...less Noise"
LIVING: "One World, One Family, Warm Heart" Dalai Lama
index tracking funds have to buy the new entrants and sell the deletions
the actual trades don't have any explicit timing, so that severely underfollowed tickers might pop and then drop some, or undergo slow accumulation.
one thing i think for sure, is that shorts will need to do some covering before the rebalancing on issues being added simply because there will be order imbalances toward the buyside over the next 2 weeks
there is no guarantee that the preliminary lists will be the final lists as the market caps of the "bubble" tickers can do some fluctuating
TRADING: "More Signal...less Noise"
LIVING: "One World, One Family, Warm Heart" Dalai Lama
TRADING: "More Signal...less Noise"
LIVING: "One World, One Family, Warm Heart" Dalai Lama
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