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I do plan to add ETFs in the future. Right now my small EC2 instance will probably collapse under calculations for ETFs due to the large number of securities in
by HypoCast 4y ago
I do plan to add ETFs in the future. Right now my small EC2 instance will probably collapse under calculations for ETFs due to the large number of securities in each ETF, but as I build out more infrastructure and upgrade to a larger EC2 instance I will have this as an option.
- Bostonian 4y agoAn alternative to aggregating sensitivities for 500 stocks in SPY is to treat SPY like a stock and do the same calculations for it directly.