2018–01–30
Move to Equilibrium: −23,682 USD
NuShares purchased: 1,575,833.9859
Move to Equilibrium: −23,682 USD
NuShares purchased: 1,575,833.9859
Move to Equilibrium: −17,147 USD
NuShares purchased: 1,233,374.11328571
Move to Equilibrium: −7,066 USD
NuShares purchased: 555,527.0072
Move to Equilibrium: 13,862 USD
NuShares sold: 1,470,225.5094
Move to Equilibrium: 2,089 USD
NuShares sold: 349,201.54057143
Daily Move Toward Equilibrium: | 1,648 USD |
Amount of NuShares SOLD: | 327,944.24374194 |
Daily Move Toward Equilibrium: | 3,273 USD |
Amount of NuShares SOLD: | 680,844.94851515 |
Daily Move Toward Equilibrium: | −4,894 USD |
Amount of NuShares PURCHASED: | 633,438.1472932 |
Daily Move Toward Equilibrium: | −1,302 USD |
Amount of NuShares PURCHASED: | 157631.06796117 |
Daily Move Toward Equilibrium: | 5,420 USD |
Amount of NuShares SOLD: | 934,914.43146389 |
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.
Daily Move Toward Equilibrium: | 3,738 USD |
Amount of NuShares SOLD: | 718,307.44395246 |
Daily Move Toward Equilibrium: | −1,078 USD |
Amount of NuShares PURCHASED: | 170210.52631579 |
No action.
No action.
Catching up by doubling DMTE.
Daily Move Toward Equilibrium: | 558 USD |
Amount of NuShares SOLD: | 225,452.94117647 |
Catching up by doubling DMTE.
Daily Move Toward Equilibrium: | 558 USD |
Amount of NuShares SOLD: | 302,585.23775676 |