How QQQ Holdings Are Weighted, and Capped
How QQQ holdings are weighted: the Nasdaq-100 uses modified market cap weighting with capping rules at every rebalance. The thresholds, dates and data.
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Leveraged ETF Rebalancing Into the Close
Leveraged ETF rebalancing lands in the closing auction every day. The daily reset arithmetic, and why that flow arrives price insensitive at the bell.