Sunday, November 2, 2008

Additions to Weekly Rewind

Not for Republication - I have added the ETF for US Twenty-Year Treasury Bonds (TLT), and inserted a new column for the Beta Coefficient, which I have simply termed "Relative Volatility."

I am considering a nightly update for this table with added timeframes, to include nearly 100 ETFs organized by country, sector, style, capitalization and alternative asset class to be posted in MS Excel for a reasonable monthly fee given the effort it will require.

It would provide an excellent one-stop visual scan of the market in terms of what's trending up and down, overbought and oversold. I'd be interested in your thoughts on this. Here is a summary of the included stats, as a refresher. Many of the statistics, though critical to be aware of, are somewhat esoteric and difficult to replicate on such a mass scale.

1 comment:

Doc said...

Sounds like a good deal. I'll give it a rip.