Which ETF Markets Benefitted Most From Last Week's Global Rally? [View article]
Vlada, a comment about data representation: when looking at relative performance in one point in time (a simple numeric vector) it doesn't make sense to present these is alphanumeric order on a very hard to read white text against bright green background. Instead the most logical representation of such data is a simple bar chart representing the magnitude of the percentages visually and clearly, ordered from highest to lowest. Thanks.
The 'Best' Way to Capture Foreign Exposure [View article]
EWM and EWS have high correlation among themselves but relatively low correlation vs the SPY.
I have wondered if this is because of the time (one day) difference between the markets, but when I switch from daily to weekly price change correlation (past 1 year) I still get low correlations vs the SPY:
This data is based on closing prices (daily and weekly) over the past year (252 trading says). Correlation is simple linear correlation between two percent change series.
Which ETF Markets Benefitted Most From Last Week's Global Rally? [View article]
The 'Best' Way to Capture Foreign Exposure [View article]
I have wondered if this is because of the time (one day) difference between the markets, but when I switch from daily to weekly price change correlation (past 1 year) I still get low correlations vs the SPY:
<blockquote>
<code>
Correlation vs SPY
----------------------
Ticker: Daily Weekly
EWS 0.62 0.65
EWM 0.51 0.45
</code>
</blockquote>
This data is based on closing prices (daily and weekly) over the past year (252 trading says). Correlation is simple linear correlation between two percent change series.