Index rebalancing questions

Hi,



I have 3 questions about the SQX data procedure of index rebalancing.


I compared the S&P rebalancing announcement (2023) vs. SQX data,
based onĀ https://www.spglobal.com/spdji/en/search/?query=+*S%26P+500&activeTab=&ContentType=Announcement



The check was about the deleted and newly added tickers to the S&P500 index.


The results are in the attachment.


Till September 2023 it's all OK, since October 18, 2023, seems to be not updated yet.


Please let me understand your workflow:


1. Are those updates delivered by any data provider or you are doing it in-house?


2. What is the rebalancing delay we need to expect?


3. Do we need to do anything more to update the ticker lists inside of SQX (apart from using the "update data in group" button)?


Thanks for that info!


Michal



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  • Votes 0
  • Project QuantDataManager
  • Type Bug
  • Status Moved
  • Priority Normal
  • Assignee None

History

m
#1

Michal

10.01.2024 11:53

Task created

TT
#2

Tamas

22.01.2024 08:11
Task moved to project StrategyQuant X, new link to task: https://sq.projectpanel.com/tasks/sq4_010616

Votes: 0

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