Liquidity Operations

2018–01–30

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

2 Likes

2018–01–31

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

2018–02–01

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

2018–02–02

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

2018–02–03

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

2018–02–04

Daily Move Toward Equilibrium:  1,648 USD
Amount of NuShares SOLD:  327,944.24374194

2018–02–05

Daily Move Toward Equilibrium:  3,273 USD
Amount of NuShares SOLD:  680,844.94851515

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

2018–02–06

Daily Move Toward Equilibrium:  −4,894 USD
Amount of NuShares PURCHASED:  633,438.1472932

2018–02–07

Daily Move Toward Equilibrium:  −1,302 USD
Amount of NuShares PURCHASED:  157631.06796117

2018–02–08

Daily Move Toward Equilibrium:  5,420 USD
Amount of NuShares SOLD:  934,914.43146389

2018–02–09

Daily Move Toward Equilibrium:  6,397 USD
Amount of NuShares SOLD:  1,025,295.0693

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

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.

2018–02–10

Daily Move Toward Equilibrium:  3,738 USD
Amount of NuShares SOLD:  718,307.44395246

2018–02–11

Daily Move Toward Equilibrium:  −1,078 USD
Amount of NuShares PURCHASED:  170210.52631579

2018–02–12

No action.

2018–02–13

No action.

2018–02–14

Catching up by doubling DMTE.

Daily Move Toward Equilibrium:  558 USD
Amount of NuShares SOLD:  225,452.94117647

2018–02–15

Catching up by doubling DMTE.

Daily Move Toward Equilibrium:  558 USD
Amount of NuShares SOLD:  302,585.23775676