Back to Community
Closed-End Fund Data

Hi all,
I would like to backtest a strategy regarding closed-end funds. I know how to get data on the fund's price (using a ticker such as NCV) but not the net asset value (XNCVX). The NAV data is instrumental to my strategy. Is there a way to get this data in an algorithm? Or is it best to import the data from morningstar as a csv into the research environment and backtest there?
I would greatly appreciate any advice.
Thanks so much

3 responses

Just use the ticker with X's such as XNCVX?
Edit: Take that back, I realize that does not work. Will update if I find a solution

Has anybody found a way to do this?

There is a newish actively-managed ETF that buys CEFs when at a discount to nav and sells when at premium: https://sabaetf.com/ Seems the strategy could easily be recreated in Quantopian if there were some easy way to access NAV data.

This would be interesting to do, but it seems that lots of funds permanently trade at discount or premium. For example PHK and PCI.