Trading Data

AQR—Top trades contributing to VWAP. Useful for seeing the largest blocks in a particular fund.

CACS—Corporate action calendar.

CORR—Correlation matrix. You can see an example of the correlation matrix for ETFs with Indian underlying stocks, other broader market ETFs, and the underlying Indian index in Exhibit A.9. It is restricted to 10 rows by 10 columns.

 

G—Graph templates. This is an extensive functionality for developing a wide variety of graphs and saving them for future reference.

GP—Price graph w/ volume. This is one of the main graphs used on the Bloomberg for looking at price performance over time.

HCP—Historical percentage changes.

HP—Price table w/ average daily volume.

HS—Historical spread graph, a longer time frame ...

Get Visual Guide to ETFs now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.