20DMF

[Harry]

Thank you Harry for your comments.
Regarding the inversed ETFs, there is no plan to calculate their average TEV extension during the day.
Pascal

Thanks for the response Pascal! Permit me to make another request then, is it possible create a spreadsheet somewhere on the sute that saves the pertinent EOD 20DMF data (20DMF, OB/OS, InvETF) for those that keep track? This way, if we miss a day we won't have to pester you for the data.

[Pascal]

Thanks for the response Pascal! Permit me to make another request then, is it possible create a spreadsheet somewhere on the sute that saves the pertinent EOD 20DMF data (20DMF, OB/OS, InvETF) for those that keep track? This way, if we miss a day we won't have to pester you for the data.

Yes, this is possible and I should have done it since a long time.
I will add a specific link on the 20DMF page, but will do that probably during the day-off tomorrow.


Pascal

[Harry]

Yes, this is possible and I should have done it since a long time.
I will add a specific link on the 20DMF page, but will do that probably during the day-off tomorrow.
Pascal

Thank you!!!!!

[asomani]

Thanks very much, Pascal.

I have one suggestion / request, for when you have a moment: could you please include the MF in the table as well? Currently, it has the 20DMF and OBOS, but, not the individual MFs that make up the 20DMF (the 20DMF being an EMA of 20 MF values, I believe).

[Pascal]

Thanks very much, Pascal.

I have one suggestion / request, for when you have a moment: could you please include the MF in the table as well? Currently, it has the 20DMF and OBOS, but, not the individual MFs that make up the 20DMF (the 20DMF being an EMA of 20 MF values, I believe).

This is correct: the 20DMF is simply the average of the MF of each sector.
The problem is that I do not keep track of these individual sectors MF.
The 20DMF and other tools visit all the sectors data and calculate its average on the fly.

This means that if I want to build a table of past MF for individual sectors, I would need to use the sector composition of today, which is different from the sectors composition in the past. We have indeed added stocks in sectors and new sectors too have been added. This means that whatever study we can make of past individual sectors MF would lead to different results compared to the 20DMF measured at that time, because the 20DMF had been using a different sectors composition.

In other words: impossible!


Pascal

[Harry]

Hello Pascal,

The link and table are fantastic, thank you again! Is it possible to add the daily InvETF values to the table too?

Harry

[Pascal]

Hello Pascal,

The link and table are fantastic, thank you again! Is it possible to add the daily InvETF values to the table too?

Harry

Yes. That is possible

Pascal

[asomani]

This is correct: the 20DMF is simply the average of the MF of each sector.
The problem is that I do not keep track of these individual sectors MF.
The 20DMF and other tools visit all the sectors data and calculate its average on the fly.

This means that if I want to build a table of past MF for individual sectors, I would need to use the sector composition of today, which is different from the sectors composition in the past. We have indeed added stocks in sectors and new sectors too have been added. This means that whatever study we can make of past individual sectors MF would lead to different results compared to the 20DMF measured at that time, because the 20DMF had been using a different sectors composition.

In other words: impossible!


Pascal

Hi Pascal,

I don't mean the individual sector MFs.

Just the daily total MF. Please see the circled number in the attached for what I mean.

Is it possible to include this daily number in the spreadsheet?

Thanks.