Question
On August 10th the MSCI announces the Index rebalance on September 1st. The research team of DB sends the list of ins and outs. Assume
On August 10th the MSCI announces the Index rebalance on September 1st. The research team of DB sends the list of ins and outs.
Assume Tesla has a 20% increase in weight in the Index, which generates a $5bn worth of demand.
Assume Tesla's price on August 13th is up 5% and the stock has traded $3bn more than the average daily volume each day over the past 3 days
Is this trade overcrowded?
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Finance For IT Decision Makers
Authors: Michael Blackstaff
1st Edition
3540762329, 978-3540762324
