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MOCHILAB / AI SKILL
ETF Premium and Reference Freshness
Measure ETF premiums while separating IOPV, stale NAV and asynchronous underlying markets.
What it does
Measure ETF premiums while separating IOPV, stale NAV and asynchronous underlying markets.
- Timestamp-derived reference age
- IOPV versus historical NAV
- Underlying market synchrony
Try saying
Use my supplied records to measure ETF premiums while separating IOPV, stale NAV and asynchronous underlying markets.
Export a reproducible report with the assumptions, key metrics and detailed CSV. Ask me for missing facts first.
Calculation scope
price_at/reference_at require timezones. Reference age is computed, not entered as an unverified number. Intraday-comparable requires recent IOPV and underlying_open; this still does not make IOPV executable or guarantee arbitrage. Explicit max age is a user screening parameter.
Deliverables and runtime
Includes executable Python 3.10+ standard-library calculations, independent numerical tests, fictional examples and an input reference. Supported flat collections accept CSV. No extra key is needed for supplied data. Live data needs an available permitted source; no all-market real-time feed is bundled. Fictional rule profiles are not current legal/broker defaults. Files stay in the active assistant workspace, with input and output hashes. Analysis only; no account access or automatic trading.
References