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November 07, 2015

COMPOSITE MACRO ETF WEEKLY ANALYTICS (11/07/2015)

November 07, 2015/ Brian Christopher

NEW LAYOUT: 

  1. Composite ETF Cumulative Returns Momentum Bar plot and associated Tables

  2. Composite ETF Cumulative Returns Line plot

  3. Composite ETF Risk-Adjusted Returns Scatter plot (Std vs Mean)

  4. Composite ETF Risk-Adjusted Return Correlations Heatmap (Clusterplot)

YEAR-TO-DATE LAST 222 TRADING DAYS

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LAST 63 TRADING DAYS

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LAST 21 TRADING DAYS

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LAST 10 TRADING DAYS

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November 07, 2015/ Brian Christopher/ Comment
Global Markets, Python, Quant, Research
macro, ETF, relative value, correlation, performanceanalytics, Bonds, equity, returns

Brian Christopher

  • COMPOSITE MACRO ETF WEEKLY IMPLIED ...
  • COMPOSITE MACRO ETF IMPLIED COST OF ...
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