Liquidity Operations

Liquidity
#765

2018–01–30

Move to Equilibrium: −23,682 USD
NuShares purchased: 1,575,833.9859

2 Likes
#766

2018–01–31

Move to Equilibrium: −17,147 USD
NuShares purchased: 1,233,374.11328571

#767

2018–02–01

Move to Equilibrium: −7,066 USD
NuShares purchased: 555,527.0072

#768

2018–02–02

Move to Equilibrium: 13,862 USD
NuShares sold: 1,470,225.5094

#769

2018–02–03

Move to Equilibrium: 2,089 USD
NuShares sold: 349,201.54057143

#770

2018–02–04
Daily Move Toward Equilibrium:  1,648 USD
Amount of NuShares SOLD:  327,944.24374194
#771

2018–02–05
Daily Move Toward Equilibrium:  3,273 USD
Amount of NuShares SOLD:  680,844.94851515
#772

@jooize Did the selling of NSR stop 4 days ago?

#773

2018–02–06
Daily Move Toward Equilibrium:  −4,894 USD
Amount of NuShares PURCHASED:  633,438.1472932
#774

2018–02–07
Daily Move Toward Equilibrium:  −1,302 USD
Amount of NuShares PURCHASED:  157631.06796117
#775

2018–02–08
Daily Move Toward Equilibrium:  5,420 USD
Amount of NuShares SOLD:  934,914.43146389
#776

2018–02–09
Daily Move Toward Equilibrium:  6,397 USD
Amount of NuShares SOLD:  1,025,295.0693
#777

Did you just buy and sell on the market at the same time? How does that make any sense?

#778

I suggest that when there is less than say 10% deviation either side of the equilibrium, no NSR should be sold or bought. I believe it is just wasteful and meaningless.

#779

2018–02–10
Daily Move Toward Equilibrium:  3,738 USD
Amount of NuShares SOLD:  718,307.44395246
#780

2018–02–11
Daily Move Toward Equilibrium:  −1,078 USD
Amount of NuShares PURCHASED:  170210.52631579
#781

2018–02–12

No action.

#782

2018–02–13

No action.

#783

2018–02–14

Catching up by doubling DMTE.
Daily Move Toward Equilibrium:  558 USD
Amount of NuShares SOLD:  225,452.94117647
#784

2018–02–15

Catching up by doubling DMTE.
Daily Move Toward Equilibrium:  558 USD
Amount of NuShares SOLD:  302,585.23775676