We all accept that there are spreads between the bid and ask prices we pay for our securities, but we shouldn’t assume they are all the same, nor that they are all insignificant.
♦ SPY typically trades with a spread of only 0.004%
♦ Top 10 ETFs trade with typical spreads below 0.01%
♦ Some top 1000 ETFs have spreads over 1%
These charts showing ETF performance for 2018 first appeared on the home page of ETFScreen.com. They are being archived here for future reference.
Muscular Portfolios is a new investing book by Brian Livingston. Mr. Livingston has published many books before, primarily related to computers and technology, and this is his first in the investment arena. Not surprising, the approach he takes is computer driven and quantitative. Possibly more surprising is that his method is neither technical nor complicated, but a straight forward approach to momentum style investing with ETFs. Continue reading
Let us first say thank-you for all of the users that have frequented this site since it began in about 2005. The ETF market has changed significantly through that time, and our user base has grown as well. If you want the short version, you might skip to “The Way Forward” below. Otherwise we’ll include some background.
Our goal with this site was to make most information available for “free”, supported by advertising. That is probably because we’re cheap and don’t like subscriptions, but we also don’t like abusive advertising so we have stressed to our ad network to only show acceptable ads. Continue reading
In this post we take a look at which funds increased in Relative Strength (RSf) through the past tumultuous 8 days. Several market technicians have claimed this as a “turning point” or a “transition point” in the market, implying what sectors have been performing the best may not perform best in the future. We take a look here at those funds that appear to have come through the fire in a stronger relative position than when they entered. Continue reading
TA-Lib is an open source library of over 150 customizable indicators and mathematical functions that we are incorporating into our screening code. This gives you the ability to test new strategies and fine tune your existing ones.
Today we are happy to be able to roll out customizable functions so that our users can test options that we don’t support in our standard data. We are beginning this roll-out with Simple Moving Average (SMA), Exponential Moving Average (EMA), and the Rate of Change (ROC) indicators with several more on the list to come later. Continue reading
We will soon be introducing the ability to customize the technical indicators used on the site. This means you will be able to define moving averages of any duration or screen on your favorite 8-month total return (which we don’t currently support, but some people prefer). We will also be adding new indicators that we don’t already include.
Today we are adding a new Moving Average Backtest to our modeling capabilities. This is a simplified form that allows you to test single or dual moving averages applied to a symbol or to the ratio of one symbol to another.
We have recently completed a Portfolio Backtest page we are releasing today, and earlier this month we improved our Correlation Matrix page. 
