: ETF and Underlying Index Arbitrage if an ETF has a slight tracking error with regards to the index it is tracking, shouldn't that be easy to arbitrage? What Arbitrage strategy could be used, and why isn't the tracking error

Vote Up Vote Down   0 Reactions

Login to give Reaction!

ETF and Underlying Index Arbitrage
if an ETF has a slight tracking error with regards to the index it is tracking, shouldn't that be easy to arbitrage?

What Arbitrage strategy could be used, and why isn't the tracking error already arbitraged away?

Bid/Ask when trading ETFs?

(0)

Login to post a comment!