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ASX200, page-33

  1. F01
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    @goggledog has a point. MC over the preceding 6 months is important.

    If you have a lot of spare time, and really want to know how the rebalance is done, immerse yourself in 26 pages of great reading below. Pages 8 (talks about MC) and 14 (talks about buffering) are probably most pertinent. Looks like the buffer suggests being above 179th is a good idea. Seeing as we are at 166 as of Friday, if we stay strong we probably have a decent chance, but not sure it is a given, especially as our MC has been a lot lower over the preceding few months.
    methodology-sp-asx-australian-indices (1).pdf
 
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