Backtesting index rebalancing arbitrage with Amazon EMR and Apache Iceberg
AWS Big Data
JULY 3, 2023
Major market indexes, such as S&P 500, are subject to periodic inclusions and exclusions for reasons beyond the scope of this post (for an example, refer to CoStar Group, Invitation Homes Set to Join S&P 500; Others to Join S&P 100, S&P MidCap 400, and S&P SmallCap 600 ).
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