Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Jim's Nasdaq100 Special as a basket. -- Ignore unavailable to you. Want to Upgrade?

To: James F. Hopkins who wrote (1102)	8/20/1999 1:34:00 PM
From: Matthew L. Jones	Read Replies (1) \| Respond to of 2103

Jim, I'm fascinated by the DVI model you are working on. Is this something you have figured out or is it available through some data provider? It sounds like it is a computer model you are building. Where can I find out more about it? Incidentally, a good part of NASDAQ volume is done over ECN's where many orders are paired (like on the listed exchanges) so the "just half the Nasdaq number" thing that all of the specialists spout is not entirely true. I would guess (and it is a guess) that counting the order pairing on the ECNs the real factor should be more like reducing volume by a third. Does this factor into the arrival at your number? If it does, it would seem difficult to prepare for the $SPX (S&P 500) where the index uses issues from different exchanges, but would be more suited to $INDU (Dow 30) or $@CCO (Nasdaq Combined Composite) or even the $NDX (Nasdaq 100). Matt