Monday, January 28, 2013
Top 20 ETF Mkt Cap Portfolio PSDS Scan 12-31-2011
When the covariance of these 20 ETF funds is used to compute the STD and PSR for each of the 1000 portfolios in the scan the cloud of points shifts to the right indicating they are strongly correlated. That was my expectation. However, the change in the Correlation Chart for the 1000 portfolios was a bit more interesting.
Friday, January 25, 2013
Thursday, January 24, 2013
Wednesday, January 23, 2013
Tuesday, January 22, 2013
Friday, January 18, 2013
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