Subject: Re: simulating QQEW in GTR1
A somewhat different approach to reproducing the equal-weight NASDAQ 100:
https://gtr1.net/2013/?~Equal%...


A slight improvement would be to use a hold of 63 (the Nasdaq equal weight is rebalanced quarterly).
When I wanted to simulate a history of the port balance to backfill QQEW, I used the median run of the 63.

Interesting to note that Nasdaq 100 membership is top 100 HTD 105 by market cap.
But that is already taken into account, hidden inside the [nas100.a = 1] step.

Jim