Subject: Re: NDX 100 Momentum Strategy - Code Repository
I am working today on a deep dive on discovering daily holdings for the NDX (100) index.
I believe this can be roughly correct using quarterly filings for qqq which I can pull from in an automated way.
I'll rebuild my price cache against this when completed and post the findings.

I don't want to waste a lot of effort if people are happy with current solution, but I can verify programmatically
correct findings. The part I like about the project is anyone can own and tweak and fix and inspect, so it's
not as much of a black box.