[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: creating an index



PureBytes Links

Trading Reference Links


--- David Jennings <DavidJennings@xxxxxxxxxxxxx>
wrote:
> However, as a riule of thumb, I have found that the
> 10 largest constuents
> are sufficient to mimic performance..

David or others in the know, do you think this applies
to the popular indices as well?  I mean if I were
doing technical analysis of the S&P 500 and I had a
hole in my data, would it be OK to fill it with an
appropriately weighted average of the top 10 stocks in
the S&P?

Jack