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‎README.md‎

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# precise ![tests](https://github.com/microprediction/precise/workflows/tests/badge.svg) ![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)
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A collection of autonomous incremental estimators for covariance, precision, correlation and associated quantities.
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## TLDR: "Just a pile of functions that forecast covariance in online fashion"
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See the portfolio directories in [skaters](https://github.com/microprediction/precise/tree/main/precise/skaters). Work in progress.
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## M6 Financial forecasting contest utilities
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You can use this library to enter M6 as follows:
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1. Pick a cov estimator (i.e. a "cov skater"), if you wish
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2. Pick a portfolio generator, if you wish
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3. Pick extra shrinkage params, if you wish
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4. Pick love and hate ticker lists, if you wish
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See [precise/examples_m6](https://github.com/microprediction/precise/tree/main/examples_m6).
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## Stand-alone utilities
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‎examples_m6/example_m6_entry.py‎

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import os
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import time
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# Example of creating an M6 Competition entry using random choice of cov estimation and port construction
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if __name__=='__main__':
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n_dim = 100 # <-- 100 for real thing, less for testing
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df = m6_competition_entry(n_dim=n_dim)
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classification = 'full' if (n_dim==100) else 'partial'
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timestamped_csv_file = os.path.join(M6_EXAMPLES,classification,'m6_'+time.strftime("%Y%m%d-%H%M%S")+'.csv')
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df = m6_competition_entry()
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timestamped_csv_file = os.path.join(M6_EXAMPLES,'full','m6_'+time.strftime("%Y%m%d-%H%M%S")+'.csv')
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m6_dump(df=df,file_name=timestamped_csv_file)

‎examples_m6/example_m6_entry_choosing_cov_estimator.py‎

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from precise.skatertools.m6.competition import m6_competition_entry, m6_dump
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from precise.whereami import M6_EXAMPLES
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import os
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import time
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# Example of creating an M6 Competition entry and choosing a method of predicting covariance
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if __name__=='__main__':
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from precise.skaters.covariance.bufsk import buf_sk_oas_pcov_d0_n100 as f # Sklearn's Oracle Approx implementation
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df = m6_competition_entry(f=f)
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timestamped_csv_file = os.path.join(M6_EXAMPLES,'full','m6_'+time.strftime("%Y%m%d-%H%M%S")+'.csv')
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m6_dump(df=df,file_name=timestamped_csv_file)

‎examples_m6/example_m6_entry_choosing_love_hate.py‎

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from precise.skatertools.m6.competition import m6_competition_entry, m6_dump
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from precise.whereami import M6_EXAMPLES
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import os
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import time
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# Example of creating an M6 Competition entry with some loved and hated tickers
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if __name__=='__main__':
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love = ['IAU'] # Peruse https://github.com/microprediction/m6/blob/main/data/official/M6_Universe.csv
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hate = ['REET','XLB'] # Not investment advice
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df = m6_competition_entry(love=love, hate=hate)
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timestamped_csv_file = os.path.join(M6_EXAMPLES,'full','m6_'+time.strftime("%Y%m%d-%H%M%S")+'.csv')
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m6_dump(df=df,file_name=timestamped_csv_file)

‎examples_m6/example_m6_entry_choosing_portfolio_method.py‎

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from precise.skatertools.m6.competition import m6_competition_entry, m6_dump
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from precise.whereami import M6_EXAMPLES
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import os
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import time
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# Example of creating an M6 Competition entry and choosing a method of constructing a portfolio
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if __name__=='__main__':
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from precise.skaters.portfolioutil.parity import prc_hrp_diag_5 as port # Hierarchical risk-parity
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df = m6_competition_entry(port=port)
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timestamped_csv_file = os.path.join(M6_EXAMPLES,'full','m6_'+time.strftime("%Y%m%d-%H%M%S")+'.csv')
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m6_dump(df=df,file_name=timestamped_csv_file)

‎examples_m6/example_m6_entry_quick_debug.py‎

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from precise.skatertools.m6.competition import m6_competition_entry, m6_dump
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from precise.whereami import M6_EXAMPLES
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import os
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import time
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from pprint import pprint
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# Example of creating an M6 Competition entry using less than the full set of tickers
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if __name__=='__main__':
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df = m6_competition_entry(n_dim=10)
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pprint(df)

‎examples_m6/full/m6_20220202-202215.csv‎

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ID,Rank1,Rank2,Rank3,Rank4,Rank5,Decision
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ABBV,0.1502,0.2566,0.1886,0.2456,0.159,0.01899
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ACN,0.2536,0.1878,0.1344,0.1686,0.2556,-0.00472
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AEP,0.1318,0.2666,0.2296,0.2522,0.1198,0.01666
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AIZ,0.1762,0.233,0.1944,0.2404,0.156,0.00995
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ALLE,0.2166,0.2096,0.1654,0.2016,0.2068,-0.00685
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AMAT,0.3584,0.1074,0.0736,0.1098,0.3508,-0.00374
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AMP,0.2436,0.1884,0.1324,0.1892,0.2464,-0.00161
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AMZN,0.2646,0.1728,0.1214,0.1786,0.2626,0.00747
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AVB,0.1818,0.2272,0.1878,0.23,0.1732,0.00751
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AVY,0.2344,0.203,0.1412,0.2002,0.2212,-0.00567
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AXP,0.3008,0.147,0.102,0.1466,0.3036,0.00472
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BDX,0.1668,0.233,0.187,0.2414,0.1718,0.00833
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BF-B,0.201,0.221,0.1634,0.2196,0.195,0.00572
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BMY,0.187,0.208,0.1852,0.2248,0.195,0.00569
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BR,0.2574,0.1694,0.133,0.1878,0.2524,-0.00529
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CARR,0.2532,0.1886,0.1258,0.1866,0.2458,-0.01169
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CDW,0.2444,0.1914,0.1402,0.1886,0.2354,0.00507
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CE,0.2414,0.1854,0.1358,0.1924,0.245,-0.00238
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CHTR,0.2542,0.1786,0.135,0.1804,0.2518,0.00025
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CNC,0.2734,0.1602,0.1154,0.1694,0.2816,-0.00273
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CNP,0.1604,0.2374,0.207,0.24,0.1552,0.00572
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COP,0.3056,0.1434,0.1008,0.1496,0.3006,0.00066
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CTAS,0.2362,0.2016,0.1494,0.193,0.2198,-0.00167
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CZR,0.3662,0.095,0.0682,0.1032,0.3674,-0.00222
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DG,0.2308,0.1916,0.1422,0.1996,0.2358,0.014
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DPZ,0.2978,0.155,0.111,0.1582,0.278,0.00806
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DRE,0.1928,0.2248,0.1746,0.2202,0.1876,0.00696
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DXC,0.2868,0.1564,0.1094,0.1554,0.292,-0.01165
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FB,0.2878,0.1544,0.1112,0.1524,0.2942,0.00053
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FTV,0.1942,0.2224,0.1768,0.219,0.1876,0.00286
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GOOG,0.2638,0.1794,0.124,0.175,0.2578,0.0044
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GPC,0.2168,0.2024,0.1686,0.2232,0.189,0.00631
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HIG,0.1928,0.2298,0.1632,0.2226,0.1916,0.00829
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HST,0.2938,0.1562,0.1084,0.152,0.2896,0.00118
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JPM,0.231,0.1968,0.1392,0.1932,0.2398,0.00461
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KR,0.3242,0.1274,0.0948,0.1416,0.312,0.00603
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OGN,0.2896,0.1562,0.1076,0.1538,0.2928,-0.00756
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PG,0.1332,0.264,0.2112,0.2618,0.1298,0.01136
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PPL,0.0746,0.2988,0.2774,0.277,0.0722,0.01917
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PRU,0.2264,0.2016,0.1376,0.1928,0.2416,0.00638
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PYPL,0.3974,0.0728,0.0468,0.0752,0.4078,-0.00564
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RE,0.2022,0.2148,0.1592,0.2144,0.2094,0.00233
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ROL,0.2734,0.1704,0.1142,0.1616,0.2804,-0.0014
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ROST,0.2728,0.1654,0.1178,0.173,0.271,-0.00948
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UNH,0.1956,0.2084,0.1762,0.2158,0.204,0.00911
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URI,0.3116,0.1442,0.101,0.1438,0.2994,-0.00362
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V,0.2788,0.1608,0.1112,0.1466,0.3026,0.00189
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VRSK,0.225,0.2028,0.159,0.2034,0.2098,0.00283
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WRK,0.272,0.1682,0.1214,0.173,0.2654,-0.00253
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XOM,0.2628,0.179,0.1168,0.1632,0.2782,0.01112
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IVV,0.1252,0.2644,0.2272,0.262,0.1212,0.01091
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IWM,0.23,0.1988,0.1482,0.2012,0.2218,0.00235
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EWU,0.108,0.276,0.2402,0.2682,0.1076,0.01399
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EWG,0.108,0.269,0.2452,0.2652,0.1126,0.0044
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EWL,0.098,0.2674,0.259,0.2832,0.0924,0.00711
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EWQ,0.1346,0.258,0.2216,0.248,0.1378,0.00461
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IEUS,0.147,0.2462,0.2088,0.2568,0.1412,0.00341
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EWJ,0.121,0.2714,0.2284,0.255,0.1242,0.00897
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EWT,0.1816,0.2268,0.18,0.2264,0.1852,0.0063
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MCHI,0.2496,0.187,0.1282,0.1692,0.266,0.01016
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INDA,0.1902,0.2248,0.1694,0.2294,0.1862,0.00955
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EWY,0.2178,0.198,0.1566,0.2106,0.217,-0.00574
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EWA,0.1624,0.2464,0.1878,0.2388,0.1646,0.00474
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EWH,0.1086,0.2844,0.2292,0.259,0.1188,0.01589
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EWZ,0.2932,0.1554,0.1102,0.1558,0.2854,-0.00687
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EWC,0.145,0.2568,0.2014,0.2422,0.1546,0.00691
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IEMG,0.1476,0.251,0.2026,0.2394,0.1594,0.00893
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LQD,0.004,0.241,0.4996,0.251,0.0044,0.03453
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HYG,0.0,0.1626,0.686,0.1512,0.0002,0.03945
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SHY,0.0,0.0,1.0,0.0,0.0,0.04899
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IEF,0.0012,0.2236,0.5458,0.2284,0.001,0.03991
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TLT,0.1122,0.2584,0.233,0.2826,0.1138,0.02718
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SEGA.L,0.3146,0.1246,0.0942,0.1416,0.325,0.03173
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IEAA.L,0.0,0.0296,0.942,0.0284,0.0,0.0471
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HIGH.L,0.0,0.1144,0.761,0.1246,0.0,0.04197
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JPEA.L,0.0036,0.249,0.485,0.2584,0.004,0.03286
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IAU,0.4074,0.0784,0.0512,0.0752,0.3878,0.00053
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SLV,0.1994,0.2092,0.1636,0.217,0.2108,0.00321
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GSG,0.1886,0.2292,0.1752,0.2226,0.1844,0.01414
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REET,0.1114,0.2756,0.248,0.254,0.111,0.00752
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ICLN,0.2704,0.1668,0.124,0.1654,0.2734,0.00314
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IXN,0.2168,0.2022,0.1574,0.2102,0.2134,0.00312
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IGF,0.0638,0.2884,0.296,0.2802,0.0716,0.01044
85+
IUVL.L,0.1838,0.22,0.1706,0.2284,0.1972,0.00669
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IUMO.L,0.2342,0.1842,0.1378,0.191,0.2528,0.00134
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SPMV.L,0.119,0.25,0.2374,0.263,0.1306,0.01298
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IEVL.L,0.1506,0.2424,0.191,0.2496,0.1664,0.01192
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IEFM.L,0.5016,0.004,0.0046,0.0054,0.4844,2e-05
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MVEU.L,0.0824,0.2704,0.2742,0.2888,0.0842,0.0204
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XLK,0.2248,0.1938,0.1542,0.2048,0.2224,0.00457
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XLF,0.1704,0.2306,0.1882,0.2288,0.182,0.00929
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XLV,0.0868,0.267,0.2752,0.284,0.087,0.01473
94+
XLE,0.2604,0.177,0.1272,0.1664,0.269,0.00741
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XLY,0.2262,0.1964,0.1486,0.2118,0.217,0.00937
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XLI,0.1226,0.2698,0.2228,0.2614,0.1234,0.00832
97+
XLC,0.1724,0.239,0.1794,0.239,0.1702,0.00847
98+
XLU,0.1228,0.2708,0.227,0.2676,0.1118,0.00774
99+
XLP,0.0626,0.2952,0.2936,0.2882,0.0604,0.01388
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XLB,0.1304,0.2666,0.215,0.2488,0.1392,0.00186
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VXX,0.4006,0.0716,0.0494,0.0644,0.414,0.02974

‎examples_m6/full/m6_20220202-202715.csv‎

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ID,Rank1,Rank2,Rank3,Rank4,Rank5,Decision
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ABBV,0.1842,0.2212,0.1734,0.2296,0.1916,0.0
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ACN,0.2162,0.2062,0.1526,0.2138,0.2112,0.0
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AEP,0.141,0.2512,0.2148,0.2526,0.1404,0.0
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AIZ,0.1768,0.2248,0.1836,0.238,0.1768,0.0
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ALLE,0.2362,0.1932,0.147,0.2034,0.2202,0.0
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AMAT,0.3416,0.1224,0.0798,0.114,0.3422,0.0
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AMP,0.2506,0.1774,0.1418,0.1824,0.2478,0.0
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AMZN,0.2474,0.18,0.1266,0.184,0.262,0.0
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AVB,0.1826,0.228,0.175,0.229,0.1854,0.0
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AVY,0.2388,0.1966,0.142,0.2016,0.221,0.0
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AXP,0.2804,0.1602,0.1152,0.159,0.2852,0.0
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BDX,0.1768,0.2238,0.185,0.228,0.1864,0.0
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BF-B,0.2044,0.224,0.1592,0.2054,0.207,0.0
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BMY,0.1874,0.221,0.1602,0.2308,0.2006,0.0
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BR,0.2102,0.201,0.17,0.2072,0.2116,0.0
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CARR,0.2662,0.172,0.1314,0.1776,0.2528,0.0
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CDW,0.2302,0.199,0.132,0.2034,0.2354,0.0
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CE,0.264,0.173,0.1284,0.1804,0.2542,0.0
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CHTR,0.246,0.1852,0.138,0.1824,0.2484,0.0
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CNC,0.2964,0.1516,0.1036,0.1502,0.2982,0.0
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CNP,0.1898,0.225,0.179,0.2266,0.1796,0.0
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COP,0.3136,0.1442,0.0958,0.1424,0.304,0.0
24+
CTAS,0.232,0.192,0.1454,0.1964,0.2342,0.0
25+
CZR,0.355,0.1044,0.07,0.1046,0.366,0.0
26+
DG,0.2014,0.2162,0.1646,0.224,0.1938,0.0
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DPZ,0.2714,0.1612,0.1166,0.1694,0.2814,0.0
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DRE,0.1842,0.2332,0.1752,0.216,0.1914,0.0
29+
DXC,0.3348,0.1252,0.0862,0.14,0.3138,0.0
30+
FB,0.2826,0.156,0.1118,0.1572,0.2924,0.0
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FTV,0.2064,0.2158,0.1644,0.2116,0.2018,0.0
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GOOG,0.2362,0.189,0.1418,0.1896,0.2434,0.0
33+
GPC,0.2082,0.2126,0.1624,0.2038,0.213,0.0
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HIG,0.224,0.1994,0.1558,0.1996,0.2212,0.0
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HST,0.3052,0.1556,0.106,0.1406,0.2926,0.0
36+
JPM,0.2294,0.1978,0.1434,0.1994,0.23,0.0
37+
KR,0.305,0.1444,0.1014,0.1396,0.3096,0.0
38+
OGN,0.3272,0.1268,0.0852,0.1252,0.3356,0.0
39+
PG,0.1278,0.2626,0.2324,0.251,0.1262,0.0
40+
PPL,0.1168,0.2694,0.238,0.2568,0.119,0.0
41+
PRU,0.2426,0.1832,0.1428,0.192,0.2394,0.0
42+
PYPL,0.3522,0.1036,0.07,0.1098,0.3644,0.0
43+
RE,0.2402,0.1894,0.1348,0.1914,0.2442,0.0
44+
ROL,0.261,0.173,0.1212,0.1754,0.2694,0.0
45+
ROST,0.2838,0.1712,0.1126,0.1568,0.2756,0.0
46+
UNH,0.1952,0.222,0.1654,0.2272,0.1902,0.0
47+
URI,0.3216,0.1326,0.0904,0.1414,0.314,0.0
48+
V,0.2596,0.1794,0.1218,0.1746,0.2646,0.0
49+
VRSK,0.219,0.2054,0.1618,0.1986,0.2152,0.0
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WRK,0.2956,0.1576,0.1074,0.1558,0.2836,0.0
51+
XOM,0.279,0.1616,0.1142,0.1762,0.269,0.0
52+
IVV,0.0988,0.2754,0.2448,0.2758,0.1052,0.0
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IWM,0.2162,0.2028,0.1598,0.2084,0.2128,0.0
54+
EWU,0.1246,0.264,0.2232,0.2696,0.1186,0.0
55+
EWG,0.1206,0.2716,0.2126,0.2652,0.13,0.0
56+
EWL,0.0898,0.2834,0.2574,0.279,0.0904,0.0
57+
EWQ,0.136,0.2612,0.2112,0.246,0.1456,0.0
58+
IEUS,0.141,0.2548,0.2,0.2576,0.1466,0.0
59+
EWJ,0.1356,0.2546,0.2156,0.2568,0.1374,0.0
60+
EWT,0.2168,0.2036,0.1546,0.2008,0.2242,0.0
61+
MCHI,0.2618,0.1722,0.1168,0.1808,0.2684,0.0
62+
INDA,0.165,0.2354,0.1862,0.2376,0.1758,0.0
63+
EWY,0.2216,0.1982,0.1502,0.211,0.219,0.0
64+
EWA,0.1612,0.2452,0.1888,0.2404,0.1644,0.0
65+
EWH,0.1336,0.252,0.2204,0.2604,0.1336,0.0
66+
EWZ,0.3098,0.1476,0.1006,0.1502,0.2918,0.0
67+
EWC,0.1392,0.2542,0.206,0.261,0.1396,0.0
68+
IEMG,0.155,0.2418,0.1956,0.2496,0.158,0.0
69+
LQD,0.005,0.2574,0.4952,0.2396,0.0028,0.0
70+
HYG,0.0,0.1512,0.708,0.1408,0.0,0.0
71+
SHY,0.0,0.0,1.0,0.0,0.0,0.0
72+
IEF,0.0004,0.2394,0.5442,0.2158,0.0002,0.0
73+
TLT,0.127,0.2638,0.2372,0.2588,0.1132,0.0
74+
SEGA.L,0.1994,0.219,0.164,0.2166,0.201,0.0
75+
IEAA.L,0.0,0.032,0.9482,0.0198,0.0,0.0
76+
HIGH.L,0.0,0.0906,0.8306,0.0788,0.0,0.0
77+
JPEA.L,0.0014,0.2492,0.5276,0.2204,0.0014,0.0
78+
IAU,0.439,0.043,0.0306,0.0466,0.4408,0.0
79+
SLV,0.2322,0.1928,0.1464,0.1992,0.2294,0.0
80+
GSG,0.209,0.2098,0.1654,0.2222,0.1936,0.0
81+
REET,0.1106,0.2776,0.2314,0.2586,0.1218,0.0
82+
ICLN,0.249,0.1872,0.1298,0.1778,0.2562,0.0
83+
IXN,0.1834,0.229,0.1696,0.2242,0.1938,0.0
84+
IGF,0.0802,0.2858,0.2728,0.285,0.0762,0.0
85+
IUVL.L,0.1742,0.2262,0.185,0.2362,0.1784,0.0
86+
IUMO.L,0.2144,0.2096,0.1512,0.216,0.2088,0.0
87+
SPMV.L,0.0868,0.2758,0.2698,0.2788,0.0888,0.0
88+
IEVL.L,0.1416,0.2526,0.2064,0.243,0.1564,0.0
89+
IEFM.L,0.5012,0.0032,0.0026,0.0048,0.4882,1.0
90+
MVEU.L,0.0632,0.29,0.2878,0.2894,0.0696,0.0
91+
XLK,0.1878,0.2208,0.1696,0.2278,0.194,0.0
92+
XLF,0.1874,0.219,0.1786,0.2362,0.1788,0.0
93+
XLV,0.0834,0.2754,0.263,0.2916,0.0866,0.0
94+
XLE,0.286,0.1568,0.1162,0.1718,0.2692,0.0
95+
XLY,0.1736,0.236,0.1744,0.2234,0.1926,0.0
96+
XLI,0.1394,0.256,0.2178,0.2542,0.1326,0.0
97+
XLC,0.149,0.2448,0.2034,0.2424,0.1604,0.0
98+
XLU,0.1236,0.2684,0.2214,0.2666,0.12,0.0
99+
XLP,0.0618,0.2952,0.2916,0.2858,0.0656,0.0
100+
XLB,0.1576,0.2448,0.1956,0.2478,0.1542,0.0
101+
VXX,0.4276,0.058,0.0434,0.064,0.407,0.0

‎examples_m6/full/m6_20220202-203124.csv‎

Lines changed: 101 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,101 @@
1+
ID,Rank1,Rank2,Rank3,Rank4,Rank5,Decision
2+
ABBV,0.1726,0.2418,0.1904,0.2414,0.1538,0.0
3+
ACN,0.2508,0.1806,0.1208,0.192,0.2558,0.0
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AEP,0.1258,0.2688,0.231,0.2604,0.114,0.0
5+
AIZ,0.1594,0.2474,0.184,0.244,0.1652,0.0
6+
ALLE,0.218,0.2044,0.1582,0.2018,0.2176,0.0
7+
AMAT,0.3454,0.1124,0.0794,0.1076,0.3552,0.0
8+
AMP,0.2394,0.1972,0.1402,0.1796,0.2436,0.0
9+
AMZN,0.2814,0.1614,0.1254,0.1674,0.2644,0.0
10+
AVB,0.1764,0.2294,0.188,0.2294,0.1768,0.0
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AVY,0.2294,0.1986,0.1398,0.2054,0.2268,0.0
12+
AXP,0.2948,0.145,0.1076,0.1536,0.299,0.0
13+
BDX,0.164,0.2342,0.1856,0.2414,0.1748,0.0
14+
BF-B,0.1966,0.2218,0.167,0.2266,0.188,0.0
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BMY,0.1902,0.2304,0.1764,0.2284,0.1746,0.0
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BR,0.2486,0.1882,0.1362,0.1794,0.2476,0.0
17+
CARR,0.236,0.1894,0.14,0.1794,0.2552,0.0
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CDW,0.2456,0.182,0.1378,0.181,0.2536,0.0
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CE,0.2474,0.1844,0.1438,0.1852,0.2392,0.0
20+
CHTR,0.2568,0.183,0.1314,0.1846,0.2442,0.0
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CNC,0.2852,0.1712,0.1216,0.1564,0.2656,0.0
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CNP,0.155,0.2494,0.2028,0.2504,0.1424,0.0
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COP,0.3072,0.1442,0.1002,0.15,0.2984,0.0
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CTAS,0.2296,0.1988,0.1354,0.2006,0.2356,0.0
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CZR,0.3594,0.09,0.0746,0.1062,0.3698,0.0
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DG,0.2312,0.2024,0.1438,0.1974,0.2252,0.0
27+
DPZ,0.2868,0.1616,0.1218,0.1586,0.2712,0.0
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DRE,0.1842,0.2212,0.1766,0.2344,0.1836,0.0
29+
DXC,0.2928,0.1486,0.1094,0.1468,0.3024,0.0
30+
FB,0.2888,0.1598,0.1044,0.1536,0.2934,0.0
31+
FTV,0.1894,0.2308,0.1664,0.2284,0.185,0.0
32+
GOOG,0.2696,0.1798,0.1176,0.1686,0.2644,0.0
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GPC,0.2172,0.2074,0.1536,0.2112,0.2106,0.0
34+
HIG,0.1922,0.22,0.1734,0.2208,0.1936,0.0
35+
HST,0.2796,0.1526,0.118,0.1588,0.291,0.0
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JPM,0.227,0.1966,0.1376,0.1906,0.2482,0.0
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KR,0.3072,0.1474,0.0998,0.1554,0.2902,0.0
38+
OGN,0.294,0.1468,0.1144,0.162,0.2828,0.0
39+
PG,0.133,0.2684,0.2214,0.2552,0.122,0.0
40+
PPL,0.0752,0.279,0.288,0.2852,0.0726,0.0
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PRU,0.2326,0.1958,0.1464,0.2012,0.224,0.0
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PYPL,0.4042,0.0704,0.0466,0.0782,0.4006,0.0
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RE,0.2136,0.2128,0.1502,0.2174,0.206,0.0
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ROL,0.2802,0.1586,0.114,0.1626,0.2846,0.0
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ROST,0.2782,0.1622,0.1212,0.1582,0.2802,0.0
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UNH,0.1874,0.2334,0.1748,0.2226,0.1818,0.0
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URI,0.3062,0.1338,0.0944,0.1518,0.3138,0.0
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V,0.3024,0.1468,0.1074,0.1498,0.2936,0.0
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VRSK,0.2218,0.193,0.153,0.2156,0.2166,0.0
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WRK,0.281,0.1664,0.1156,0.1658,0.2712,0.0
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XOM,0.2826,0.161,0.1136,0.1662,0.2766,0.0
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IVV,0.1238,0.2642,0.2356,0.2518,0.1246,0.0
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IWM,0.224,0.194,0.1472,0.2058,0.229,0.0
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EWU,0.1146,0.274,0.2304,0.2726,0.1084,0.0
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EWG,0.1112,0.2706,0.2346,0.2722,0.1114,0.0
56+
EWL,0.0922,0.2758,0.267,0.271,0.094,0.0
57+
EWQ,0.142,0.2438,0.2172,0.2612,0.1358,0.0
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IEUS,0.1404,0.2528,0.2124,0.2522,0.1422,0.0
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EWJ,0.1278,0.2602,0.225,0.2574,0.1296,0.0
60+
EWT,0.1798,0.233,0.176,0.2254,0.1858,0.0
61+
MCHI,0.2448,0.1826,0.1306,0.1846,0.2574,0.0
62+
INDA,0.1936,0.2168,0.1744,0.2244,0.1908,0.0
63+
EWY,0.2144,0.203,0.1536,0.2062,0.2228,0.0
64+
EWA,0.1644,0.237,0.1912,0.234,0.1734,0.0
65+
EWH,0.1206,0.2544,0.2338,0.2676,0.1236,0.0
66+
EWZ,0.28,0.1596,0.1194,0.1634,0.2776,0.0
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EWC,0.1456,0.2592,0.1994,0.2454,0.1504,0.0
68+
IEMG,0.1458,0.2474,0.2052,0.247,0.1546,0.0
69+
LQD,0.0016,0.257,0.495,0.2436,0.0028,0.0
70+
HYG,0.0002,0.1586,0.689,0.1522,0.0,0.0
71+
SHY,0.0,0.0,1.0,0.0,0.0,0.0
72+
IEF,0.0006,0.2312,0.5472,0.2202,0.0008,0.0
73+
TLT,0.1232,0.2624,0.2348,0.2666,0.113,0.0
74+
SEGA.L,0.3224,0.1342,0.0898,0.124,0.3296,0.0
75+
IEAA.L,0.0,0.029,0.944,0.027,0.0,0.0
76+
HIGH.L,0.0,0.1238,0.757,0.1192,0.0,0.0
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JPEA.L,0.0052,0.2496,0.4932,0.2456,0.0064,0.0
78+
IAU,0.3958,0.0796,0.0558,0.0676,0.4012,0.0
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SLV,0.2096,0.2002,0.1646,0.2084,0.2172,0.0
80+
GSG,0.1886,0.2164,0.1828,0.2344,0.1778,0.0
81+
REET,0.1066,0.2738,0.2352,0.2752,0.1092,0.0
82+
ICLN,0.2558,0.1766,0.1236,0.171,0.273,0.0
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IXN,0.2086,0.2136,0.1556,0.2088,0.2134,0.0
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IGF,0.0646,0.2886,0.2966,0.2846,0.0656,0.0
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IUVL.L,0.1914,0.2162,0.1706,0.2158,0.206,0.0
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IUMO.L,0.2474,0.1714,0.1376,0.1818,0.2618,0.0
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SPMV.L,0.1222,0.2594,0.2218,0.2696,0.127,0.0
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IEVL.L,0.162,0.243,0.196,0.2374,0.1616,0.0
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IEFM.L,0.4862,0.0048,0.0032,0.005,0.5008,1.0
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MVEU.L,0.0848,0.2808,0.2614,0.2904,0.0826,0.0
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XLK,0.2162,0.208,0.1512,0.2024,0.2222,0.0
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XLF,0.1674,0.235,0.1892,0.2332,0.1752,0.0
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XLV,0.084,0.2868,0.2706,0.2834,0.0752,0.0
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XLE,0.269,0.1694,0.1184,0.176,0.2672,0.0
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XLY,0.2114,0.2118,0.1532,0.196,0.2276,0.0
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XLI,0.1238,0.2648,0.2248,0.2566,0.13,0.0
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XLC,0.1804,0.2332,0.1806,0.2334,0.1724,0.0
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XLU,0.1122,0.2704,0.2432,0.2614,0.1128,0.0
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XLP,0.0662,0.2912,0.2978,0.2834,0.0614,0.0
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XLB,0.1394,0.2578,0.216,0.2506,0.1362,0.0
101+
VXX,0.4148,0.0624,0.0462,0.0644,0.4122,0.0

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