Posted by mstaples37 on 27th of Jun 2021 at 07:11 pm
Thanks for the innovation and hard work, Matt. Those
should be very useful. I know there are scope creep
concerns, and this usually has high correlation with the S&P
500 (I believe), but DM ex-U.S. (e.g., VEA or SPDW) /or its two
main constituents, Europe (e.g., FEZ) and Japan (e.g., EWJ) would
be interesting, at least to me. That, along with EEM, would
cover most of the world. I remember that rundown you did of
all the country / regional ETFs and it was interesting.
Thanks for the innovation and
Reversion to mean systems big project
Posted by mstaples37 on 27th of Jun 2021 at 07:11 pm
Thanks for the innovation and hard work, Matt. Those should be very useful. I know there are scope creep concerns, and this usually has high correlation with the S&P 500 (I believe), but DM ex-U.S. (e.g., VEA or SPDW) /or its two main constituents, Europe (e.g., FEZ) and Japan (e.g., EWJ) would be interesting, at least to me. That, along with EEM, would cover most of the world. I remember that rundown you did of all the country / regional ETFs and it was interesting.
Here's an updated table, this
Posted by matt on 28th of Jun 2021 at 09:25 am
Here's an updated table, this is the ETF's I'm testing, at the bottom you can see 'other' which are non correlated to the general market
been working on these, mostly
Posted by matt on 28th of Jun 2021 at 03:19 pm
been working on these, mostly done with one sub system LOL. So much more to go
anyway the bottom ETF's are pretty non correlated to the index and sector ETF's.
looks like there would have been a FXE Euro reversion to mean trade last week.
trying to get the bear long finished on GLD, tough to get good numbers on that ETF
Thanks, I like some of
Posted by matt on 27th of Jun 2021 at 07:14 pm
Thanks, I like some of those like FEZ makes sense, SPDW and VEA interesting. Though I"m trying to stick with ETF's with data back as far as possible