Forum: Emini and Emicro Index
August 8th, 2021, 07:45 PM
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Replies: 5
Views: 1,695
Yes, the DJIA is a price-weighted index, while...
Yes, the DJIA is a price-weighted index, while the SPX is a cap-weighted index, so they are different in that respect. However, they would be arbitraged the same way, I think.
The key here is that...
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Forum: Emini and Emicro Index
August 8th, 2021, 04:53 PM
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Replies: 5
Views: 1,695
The market is free to move any way the...
The market is free to move any way the participants push it. Of course, if there's much deviation it will be quickly arb'd out. Also, understand that the index is very top heavy. So, just ballparking...
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