Tag Archives: S&P 500
US market portrait 2012 week 50
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia in 2012 April) The initial post was “Replacing market indices” The R code is in marketportrait_funs.R
US market portrait 2012 week 49
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia in 2012 April) The initial post was “Replacing market indices” The R code is in marketportrait_funs.R
US market portrait 2012 week 48
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia in 2012 April) The initial post was “Replacing market indices” The R code is in marketportrait_funs.R
US market portrait 2012 week 47
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia in 2012 April) The initial post was “Replacing market indices” The R code is in marketportrait_funs.R
US market portrait 2012 week 46
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used (as implied by Wikipedia in 2012 April) The initial post was “Replacing market indices” The R code is in marketportrait_funs.R
US market portrait 2012 week 45
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used The initial post was “Replacing market indices” The R code is in marketportrait_funs.R
US market portrait 2012 week 44
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used The initial post was “Replacing market indices” The R code is in marketportrait_funs.R
US market portrait 2012 week 43
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used The initial post was “Replacing market indices” The R code is in marketportrait_funs.R
US market portrait 2012 week 42
US large cap market returns. Fine print The data are from Yahoo Almost all of the S&P 500 stocks are used The initial post was “Replacing market indices” The R code is in marketportrait_funs.R
S&P 500 sector strengths
Which sectors are coherent, and which aren’t? Previously The post “S&P 500 correlations up to date” looked at rolling mean correlations among stocks. In particular it looked at rolling mean correlations of stocks within sectors. Of importance to this post is that the sectors used are taken from Wikipedia. Relative correlations The thought is that … Continue reading
