PythonQuant
Using ETF Internal Analytics to Identify Mean Reversion Opportunities (python)
FOR A DEEPER DIVE INTO ETF PERFORMANCE AND RELATIVE VALUE SUBSCRIBE TO THE ETF INTERNAL ANALYTICS PACKAGE HERE Since I started producing the following graphic for the ETF Internal Analytics product, I found the weekly return bin information compelling. I became curious about whether there was an opportunity to be exploited in the distribution patterns. Blackarbs ETF Internal Analytics Sample for SPY I distilled all the questions I had into two: 1. Does the percentage of ETF component stocks
READ MORE →