I have been experimenting with volatility and beta decay from leveraged etfs (unfortunately can't backtest on long periods via quantopian).
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MQG
macquarie group limited
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0.32%
!
$213.21

I have been experimenting with volatility and beta decay from...
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Last
$213.21 |
Change
0.690(0.32%) |
Mkt cap ! $81.00B |
Open | High | Low | Value | Volume |
$213.48 | $213.50 | $212.01 | $71.75M | 335.6K |
Buyers (Bids)
No. | Vol. | Price($) |
---|---|---|
5 | 88 | $213.11 |
Sellers (Offers)
Price($) | Vol. | No. |
---|---|---|
$213.21 | 33 | 3 |
View Market Depth
No. | Vol. | Price($) |
---|---|---|
4 | 51 | 213.110 |
5 | 50 | 213.100 |
1 | 25 | 213.090 |
5 | 78 | 213.080 |
2 | 65 | 213.060 |
Price($) | Vol. | No. |
---|---|---|
213.160 | 69 | 6 |
213.170 | 4 | 2 |
213.180 | 26 | 2 |
213.190 | 17 | 2 |
213.200 | 25 | 1 |
Last trade - 13.32pm 19/06/2025 (20 minute delay) ? |
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Craig Lindsay
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