Analysis of Tracking Errors Between SSE-50 ETF and SSE-180 ETF Based on SPA
Zhou Zong · Journal of Northwest A&F University · 2011
The SSE-50 ETF and the SSE-180 ETF are extremely familiar no matter on the index-establishing or on the characteristics of index.We take the SSE-50 ETF and SSE-180 ETF as the research objects,to calculate the tracking errors of SSE-50 ETF and SSE-180 ETF by three methods.Then,based on the Set Pair Analysis(SPA),we analyze the three ways of tracking errors and find the difference between the SSE-50 ETF and the SSE-180 ETF.