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Refs with abstracts_Covariances_Correlations_Vols-2022.pdf renamed to MORE_LITERATURE.pdf

File renamed without changes.

‎examples_m6/example_m6_entry_choosing_portfolio_method.py‎

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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
9+
from precise.skaters.portfoliostatic.hrpport import hrp_unit_s5_port as port
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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
4-
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

‎examples_m6/full/m6_20220204-131846.csv‎

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ID,Rank1,Rank2,Rank3,Rank4,Rank5,Decision
2+
ABBV,0.1578,0.2516,0.1826,0.2486,0.1594,0.01842
3+
ACN,0.2514,0.1794,0.124,0.1762,0.269,0.0
4+
AEP,0.1256,0.261,0.2304,0.2612,0.1218,0.01342
5+
AIZ,0.1584,0.2486,0.192,0.2444,0.1566,0.00942
6+
ALLE,0.2118,0.217,0.1646,0.2046,0.202,0.0049
7+
AMAT,0.3472,0.1114,0.0734,0.1072,0.3608,0.0
8+
AMP,0.2334,0.185,0.1378,0.1976,0.2462,0.0
9+
AMZN,0.294,0.161,0.1012,0.1596,0.2842,0.0069
10+
AVB,0.1812,0.2356,0.1816,0.2298,0.1718,0.00614
11+
AVY,0.2692,0.1674,0.1228,0.1766,0.264,0.00432
12+
AXP,0.2976,0.1514,0.108,0.1466,0.2964,0.00048
13+
BDX,0.2058,0.221,0.1626,0.2168,0.1938,0.01545
14+
BF-B,0.209,0.205,0.1658,0.225,0.1952,0.00988
15+
BMY,0.1828,0.2384,0.17,0.2182,0.1906,0.01457
16+
BR,0.2492,0.1886,0.133,0.1808,0.2484,0.0077
17+
CARR,0.2604,0.178,0.1354,0.1822,0.244,0.00316
18+
CDW,0.2504,0.1888,0.137,0.1848,0.239,0.00339
19+
CE,0.2318,0.1918,0.134,0.204,0.2384,0.00076
20+
CHTR,0.263,0.1828,0.1308,0.1692,0.2542,0.00697
21+
CNC,0.2634,0.1714,0.117,0.172,0.2762,0.00601
22+
CNP,0.1522,0.2546,0.1924,0.2508,0.15,0.00689
23+
COP,0.2912,0.1554,0.1038,0.1474,0.3022,0.0003
24+
CTAS,0.2334,0.1946,0.1438,0.2102,0.218,0.00213
25+
CZR,0.3704,0.0948,0.0688,0.0974,0.3686,0.0
26+
DG,0.2332,0.2004,0.1436,0.2042,0.2186,0.01014
27+
DPZ,0.2882,0.1584,0.1118,0.1684,0.2732,0.00245
28+
DRE,0.1938,0.2344,0.1734,0.2094,0.189,0.00282
29+
DXC,0.3564,0.1096,0.0724,0.107,0.3546,0.0
30+
FB,0.4042,0.0742,0.0428,0.0718,0.407,0.0
31+
FTV,0.2678,0.173,0.1172,0.1692,0.2728,0.00615
32+
GOOG,0.262,0.1698,0.12,0.17,0.2782,0.00196
33+
GPC,0.2188,0.1994,0.1468,0.212,0.223,0.00197
34+
HIG,0.203,0.2184,0.1536,0.2216,0.2034,0.0046
35+
HST,0.2846,0.1546,0.1124,0.166,0.2824,0.00119
36+
JPM,0.2382,0.198,0.1368,0.1974,0.2296,0.00414
37+
KR,0.3066,0.1428,0.0976,0.1444,0.3086,0.00509
38+
OGN,0.284,0.1614,0.1158,0.1546,0.2842,0.0072
39+
PG,0.1254,0.2648,0.2216,0.2628,0.1254,0.02314
40+
PPL,0.075,0.2904,0.282,0.277,0.0756,0.02156
41+
PRU,0.2274,0.199,0.1432,0.1928,0.2376,0.00441
42+
PYPL,0.4066,0.0772,0.0444,0.0734,0.3984,0.00048
43+
RE,0.2018,0.21,0.1572,0.2242,0.2068,0.004
44+
ROL,0.292,0.1552,0.109,0.156,0.2878,0.00089
45+
ROST,0.2788,0.1698,0.1092,0.159,0.2832,0.00195
46+
UNH,0.1852,0.2156,0.1756,0.2314,0.1922,0.00693
47+
URI,0.3044,0.149,0.0926,0.1386,0.3154,0.0
48+
V,0.3084,0.1354,0.104,0.1524,0.2998,0.00481
49+
VRSK,0.217,0.2022,0.1574,0.2178,0.2056,0.00476
50+
WRK,0.272,0.1674,0.1244,0.1734,0.2628,0.00643
51+
XOM,0.2652,0.1698,0.1218,0.1782,0.265,0.00258
52+
IVV,0.1294,0.2608,0.22,0.2582,0.1316,0.01219
53+
IWM,0.2298,0.1956,0.1398,0.214,0.2208,0.0015
54+
EWU,0.0998,0.269,0.2446,0.2718,0.1148,0.01742
55+
EWG,0.105,0.276,0.2384,0.2698,0.1108,0.01303
56+
EWL,0.1048,0.2688,0.2516,0.2668,0.108,0.01496
57+
EWQ,0.1288,0.2558,0.2128,0.256,0.1466,0.00754
58+
IEUS,0.139,0.2532,0.2032,0.2558,0.1488,0.00676
59+
EWJ,0.13,0.2562,0.2172,0.265,0.1316,0.01194
60+
EWT,0.1698,0.2436,0.1854,0.2336,0.1676,0.00547
61+
MCHI,0.2518,0.1794,0.125,0.1884,0.2554,0.0
62+
INDA,0.1874,0.2178,0.172,0.2242,0.1986,0.00459
63+
EWY,0.215,0.2068,0.154,0.2054,0.2188,0.00243
64+
EWA,0.1636,0.2358,0.192,0.2416,0.167,0.00456
65+
EWH,0.1072,0.269,0.2458,0.2596,0.1184,0.01591
66+
EWZ,0.2756,0.1638,0.1154,0.1558,0.2894,0.0
67+
EWC,0.1496,0.2412,0.2032,0.2512,0.1548,0.00363
68+
IEMG,0.1492,0.2448,0.1998,0.2568,0.1494,0.0122
69+
LQD,0.005,0.2594,0.4834,0.2474,0.0048,0.04415
70+
HYG,0.0,0.1792,0.6472,0.1736,0.0,0.04478
71+
SHY,0.0,0.0,1.0,0.0,0.0,0.08485
72+
IEF,0.001,0.2376,0.5382,0.2222,0.001,0.01371
73+
TLT,0.1238,0.2682,0.2266,0.2694,0.112,0.00233
74+
SEGA.L,0.0,0.1726,0.6704,0.157,0.0,0.04635
75+
IEAA.L,0.0,0.0696,0.8706,0.0598,0.0,0.06256
76+
HIGH.L,0.0,0.136,0.7252,0.1388,0.0,0.05312
77+
JPEA.L,0.0034,0.2644,0.4732,0.2538,0.0052,0.03627
78+
IAU,0.3622,0.1,0.0704,0.0966,0.3708,0.0018
79+
SLV,0.2128,0.2178,0.1584,0.2082,0.2028,0.01076
80+
GSG,0.177,0.2312,0.1872,0.232,0.1726,0.00766
81+
REET,0.1118,0.2772,0.2326,0.2704,0.108,0.01238
82+
ICLN,0.2726,0.1682,0.126,0.1698,0.2634,0.00179
83+
IXN,0.216,0.2038,0.1504,0.211,0.2188,0.00421
84+
IGF,0.058,0.2844,0.2974,0.296,0.0642,0.02219
85+
IUVL.L,0.1904,0.2188,0.1756,0.229,0.1862,0.00445
86+
IUMO.L,0.245,0.1858,0.1304,0.193,0.2458,0.00087
87+
SPMV.L,0.1218,0.268,0.227,0.2654,0.1178,0.01125
88+
IEVL.L,0.1504,0.2422,0.202,0.25,0.1554,0.00959
89+
IEFM.L,0.4792,0.012,0.0096,0.0128,0.4864,0.0
90+
MVEU.L,0.0942,0.2774,0.2534,0.2826,0.0924,0.01231
91+
XLK,0.225,0.1954,0.1458,0.2112,0.2226,0.00327
92+
XLF,0.164,0.2464,0.182,0.2398,0.1678,0.00589
93+
XLV,0.085,0.2782,0.2692,0.2834,0.0842,0.02916
94+
XLE,0.25,0.1774,0.1372,0.1798,0.2556,0.00364
95+
XLY,0.2288,0.1952,0.1488,0.1994,0.2278,0.00027
96+
XLI,0.1244,0.2742,0.2162,0.2564,0.1288,0.01027
97+
XLC,0.2316,0.1966,0.1366,0.1964,0.2388,0.00461
98+
XLU,0.1114,0.272,0.2402,0.2634,0.113,0.01114
99+
XLP,0.0642,0.2946,0.2954,0.2894,0.0564,0.03091
100+
XLB,0.1394,0.2602,0.2102,0.2544,0.1358,0.00846
101+
VXX,0.4252,0.0636,0.0436,0.0694,0.3982,0.0

‎examples_m6/full/m6_20220204-131901.csv‎

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ID,Rank1,Rank2,Rank3,Rank4,Rank5,Decision
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ABBV,0.1654,0.2436,0.203,0.2262,0.1618,0.02083
3+
ACN,0.2516,0.1622,0.14,0.1782,0.268,0.0
4+
AEP,0.1476,0.2478,0.2332,0.2392,0.1322,0.01274
5+
AIZ,0.1696,0.2364,0.2102,0.2144,0.1694,0.01023
6+
ALLE,0.2254,0.1868,0.1726,0.1914,0.2238,0.0
7+
AMAT,0.3448,0.105,0.0908,0.1088,0.3506,0.0
8+
AMP,0.2468,0.185,0.1386,0.1818,0.2478,0.0
9+
AMZN,0.26,0.1694,0.1328,0.169,0.2688,0.00503
10+
AVB,0.1864,0.2162,0.199,0.2176,0.1808,0.00139
11+
AVY,0.261,0.1682,0.1432,0.1644,0.2632,0.0
12+
AXP,0.293,0.1432,0.113,0.1434,0.3074,0.00058
13+
BDX,0.1916,0.2112,0.1926,0.2136,0.191,0.00611
14+
BF-B,0.2022,0.2026,0.1886,0.208,0.1986,0.00304
15+
BMY,0.194,0.2154,0.1868,0.205,0.1988,0.00224
16+
BR,0.239,0.1768,0.1566,0.1882,0.2394,0.0
17+
CARR,0.2544,0.1672,0.1508,0.1774,0.2502,0.0
18+
CDW,0.251,0.1712,0.1438,0.172,0.262,0.00189
19+
CE,0.257,0.1668,0.1498,0.1758,0.2506,0.0
20+
CHTR,0.258,0.1822,0.1428,0.1594,0.2576,0.0
21+
CNC,0.283,0.1542,0.1314,0.1598,0.2716,0.00037
22+
CNP,0.1768,0.229,0.2012,0.2142,0.1788,0.0055
23+
COP,0.2974,0.152,0.1186,0.138,0.294,0.00219
24+
CTAS,0.2212,0.1958,0.1672,0.1894,0.2264,0.0
25+
CZR,0.3568,0.0964,0.0818,0.1012,0.3638,0.00029
26+
DG,0.2074,0.2028,0.1746,0.2062,0.209,0.01276
27+
DPZ,0.2576,0.1618,0.1358,0.1662,0.2786,0.00686
28+
DRE,0.1824,0.2142,0.2058,0.2154,0.1822,0.00459
29+
DXC,0.3106,0.13,0.1034,0.1278,0.3282,0.0
30+
FB,0.3836,0.079,0.069,0.0898,0.3786,0.0
31+
FTV,0.2358,0.185,0.161,0.1826,0.2356,0.0
32+
GOOG,0.2612,0.1698,0.137,0.1704,0.2616,0.0
33+
GPC,0.2328,0.1846,0.1698,0.1876,0.2252,0.00244
34+
HIG,0.213,0.1926,0.1888,0.199,0.2066,0.00569
35+
HST,0.274,0.147,0.129,0.161,0.289,0.00259
36+
JPM,0.2362,0.182,0.1576,0.1872,0.237,0.00619
37+
KR,0.3018,0.1398,0.1134,0.146,0.299,0.00467
38+
OGN,0.2802,0.1588,0.1312,0.157,0.2728,0.0
39+
PG,0.1356,0.2438,0.2356,0.2454,0.1396,0.00745
40+
PPL,0.101,0.2676,0.275,0.265,0.0914,0.02028
41+
PRU,0.2362,0.1836,0.1552,0.181,0.244,0.00585
42+
PYPL,0.39,0.0802,0.0692,0.0824,0.3782,0.00229
43+
RE,0.2368,0.1926,0.167,0.1876,0.216,0.00055
44+
ROL,0.281,0.1482,0.1242,0.144,0.3026,0.0
45+
ROST,0.2792,0.1518,0.1284,0.1594,0.2812,0.0
46+
UNH,0.2056,0.2002,0.1868,0.2044,0.203,0.00304
47+
URI,0.3016,0.1422,0.1106,0.1388,0.3068,0.0
48+
V,0.2838,0.147,0.1248,0.1452,0.2992,0.00232
49+
VRSK,0.2016,0.204,0.1774,0.2086,0.2084,0.00341
50+
WRK,0.2722,0.1614,0.1372,0.146,0.2832,0.00552
51+
XOM,0.2664,0.1584,0.1468,0.1612,0.2672,0.00694
52+
IVV,0.1386,0.2424,0.2362,0.2444,0.1384,0.0044
53+
IWM,0.2164,0.1948,0.173,0.1988,0.217,0.0
54+
EWU,0.1362,0.2396,0.2488,0.2504,0.125,0.01214
55+
EWG,0.1334,0.2416,0.244,0.2516,0.1294,0.0
56+
EWL,0.1254,0.253,0.2528,0.2426,0.1262,0.00209
57+
EWQ,0.1596,0.2296,0.2196,0.2364,0.1548,0.0
58+
IEUS,0.156,0.2334,0.2184,0.2396,0.1526,0.00051
59+
EWJ,0.135,0.2442,0.2422,0.2358,0.1428,0.00389
60+
EWT,0.1678,0.2222,0.2174,0.2162,0.1764,0.0102
61+
MCHI,0.2578,0.1648,0.1428,0.1748,0.2598,0.00618
62+
INDA,0.2002,0.2074,0.1824,0.2156,0.1944,0.00863
63+
EWY,0.2314,0.1906,0.1638,0.1902,0.224,0.0
64+
EWA,0.1862,0.2106,0.199,0.2226,0.1816,0.0
65+
EWH,0.1568,0.2298,0.2168,0.2342,0.1624,0.00365
66+
EWZ,0.2988,0.1428,0.119,0.1546,0.2848,0.0
67+
EWC,0.1652,0.2258,0.217,0.2218,0.1702,0.0006
68+
IEMG,0.1648,0.233,0.2114,0.2278,0.163,0.00785
69+
LQD,0.0328,0.271,0.3996,0.2626,0.034,0.0508
70+
HYG,0.016,0.2632,0.4374,0.2662,0.0172,0.06619
71+
SHY,0.0074,0.2396,0.5012,0.2466,0.0052,0.10919
72+
IEF,0.0252,0.2776,0.4032,0.2668,0.0272,0.06838
73+
TLT,0.1464,0.2348,0.2366,0.2416,0.1406,0.01998
74+
SEGA.L,0.0156,0.2594,0.445,0.2634,0.0166,0.07913
75+
IEAA.L,0.0104,0.2544,0.4784,0.2468,0.01,0.09163
76+
HIGH.L,0.0146,0.2526,0.4644,0.2562,0.0122,0.07622
77+
JPEA.L,0.0326,0.2632,0.3964,0.2746,0.0332,0.0433
78+
IAU,0.1018,0.2548,0.2846,0.2586,0.1002,0.02358
79+
SLV,0.2106,0.2042,0.1758,0.1874,0.222,0.0
80+
GSG,0.1996,0.2044,0.1876,0.2116,0.1968,0.01019
81+
REET,0.127,0.2456,0.2662,0.2384,0.1228,0.00196
82+
ICLN,0.262,0.1622,0.1386,0.1684,0.2688,0.00173
83+
IXN,0.2064,0.2006,0.1826,0.1948,0.2156,0.0
84+
IGF,0.0978,0.264,0.2788,0.269,0.0904,0.00891
85+
IUVL.L,0.198,0.2122,0.2038,0.2012,0.1848,0.00549
86+
IUMO.L,0.233,0.1876,0.1742,0.1814,0.2238,0.00292
87+
SPMV.L,0.135,0.2372,0.2496,0.2502,0.128,0.00603
88+
IEVL.L,0.1628,0.236,0.2258,0.227,0.1484,0.00804
89+
IEFM.L,0.1764,0.2266,0.2064,0.222,0.1686,0.02176
90+
MVEU.L,0.1108,0.2506,0.2746,0.2576,0.1064,0.01511
91+
XLK,0.211,0.1998,0.1696,0.2,0.2196,0.00052
92+
XLF,0.1922,0.2136,0.191,0.2124,0.1908,0.00573
93+
XLV,0.1054,0.2534,0.2782,0.2616,0.1014,0.01231
94+
XLE,0.2666,0.168,0.1394,0.1634,0.2626,0.00472
95+
XLY,0.2118,0.1978,0.1758,0.1908,0.2238,0.00388
96+
XLI,0.1472,0.2336,0.2318,0.2346,0.1528,0.0037
97+
XLC,0.2094,0.1962,0.1812,0.2016,0.2116,0.0
98+
XLU,0.1338,0.2468,0.2554,0.2336,0.1304,0.00308
99+
XLP,0.0932,0.2686,0.292,0.258,0.0882,0.01007
100+
XLB,0.1552,0.24,0.2188,0.2286,0.1574,0.0
101+
VXX,0.4208,0.0618,0.0484,0.064,0.405,0.00939

‎examples_m6/full/m6_20220204-132029.csv‎

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ID,Rank1,Rank2,Rank3,Rank4,Rank5,Decision
2+
ABBV,0.1614,0.249,0.1818,0.2466,0.1612,0.00772
3+
ACN,0.2598,0.1788,0.128,0.1716,0.2618,0.01281
4+
AEP,0.1242,0.2728,0.2218,0.266,0.1152,0.01556
5+
AIZ,0.1618,0.247,0.191,0.2454,0.1548,0.00411
6+
ALLE,0.221,0.1956,0.1528,0.2064,0.2242,0.00177
7+
AMAT,0.3524,0.1228,0.072,0.1044,0.3484,0.01077
8+
AMP,0.2436,0.1902,0.1216,0.1918,0.2528,0.00254
9+
AMZN,0.2998,0.1492,0.1088,0.1468,0.2954,0.00464
10+
AVB,0.1764,0.2394,0.1816,0.2282,0.1744,0.00939
11+
AVY,0.2398,0.1886,0.1296,0.1994,0.2426,0.00758
12+
AXP,0.2914,0.1584,0.1092,0.1534,0.2876,0.00266
13+
BDX,0.205,0.2188,0.1676,0.2186,0.19,0.00406
14+
BF-B,0.2,0.231,0.158,0.2198,0.1912,0.01226
15+
BMY,0.1944,0.2158,0.1784,0.224,0.1874,0.00996
16+
BR,0.2528,0.1728,0.1358,0.179,0.2596,0.01199
17+
CARR,0.2418,0.185,0.1362,0.1784,0.2586,0.0047
18+
CDW,0.2414,0.1844,0.1338,0.1992,0.2412,0.00438
19+
CE,0.2384,0.1894,0.139,0.1966,0.2366,0.00453
20+
CHTR,0.2588,0.1832,0.1258,0.1802,0.252,0.01629
21+
CNC,0.2854,0.1592,0.1118,0.1706,0.273,0.00661
22+
CNP,0.1454,0.2524,0.2014,0.2572,0.1436,0.01382
23+
COP,0.2858,0.1456,0.1028,0.1462,0.3196,0.00671
24+
CTAS,0.2296,0.1954,0.1446,0.2054,0.225,0.00416
25+
CZR,0.372,0.1022,0.0662,0.0952,0.3644,0.00422
26+
DG,0.2358,0.1992,0.1464,0.2018,0.2168,0.00436
27+
DPZ,0.2814,0.16,0.1138,0.1568,0.288,0.00689
28+
DRE,0.1896,0.224,0.1748,0.227,0.1846,0.01572
29+
DXC,0.337,0.1214,0.0888,0.1172,0.3356,0.01014
30+
FB,0.408,0.0688,0.0456,0.0718,0.4058,0.00777
31+
FTV,0.2398,0.1876,0.1384,0.1798,0.2544,0.00257
32+
GOOG,0.2656,0.18,0.1198,0.168,0.2666,0.0039
33+
GPC,0.2094,0.2094,0.161,0.2116,0.2086,0.00644
34+
HIG,0.1924,0.2276,0.17,0.2262,0.1838,0.00453
35+
HST,0.298,0.1608,0.1062,0.1478,0.2872,0.00728
36+
JPM,0.2392,0.1956,0.139,0.1916,0.2346,0.0048
37+
KR,0.3098,0.1478,0.0956,0.1406,0.3062,0.00563
38+
OGN,0.292,0.1602,0.1008,0.1536,0.2934,0.01661
39+
PG,0.1298,0.2656,0.2198,0.2568,0.128,0.00833
40+
PPL,0.0676,0.3058,0.2822,0.2782,0.0662,0.0098
41+
PRU,0.23,0.197,0.1442,0.1968,0.232,0.0047
42+
PYPL,0.3962,0.0746,0.0478,0.08,0.4014,0.04545
43+
RE,0.201,0.2184,0.1674,0.2078,0.2054,0.0037
44+
ROL,0.2778,0.1668,0.1144,0.1664,0.2746,0.01076
45+
ROST,0.2744,0.1544,0.1188,0.1684,0.284,0.00288
46+
UNH,0.203,0.2136,0.1686,0.22,0.1948,0.00422
47+
URI,0.3014,0.1462,0.1,0.1496,0.3028,0.00352
48+
V,0.2888,0.154,0.104,0.1584,0.2948,0.01682
49+
VRSK,0.2142,0.2036,0.1514,0.2132,0.2176,0.00438
50+
WRK,0.2668,0.1692,0.1168,0.1776,0.2696,0.00534
51+
XOM,0.2622,0.168,0.1152,0.1734,0.2812,0.00255
52+
IVV,0.1348,0.2608,0.219,0.2544,0.131,0.00393
53+
IWM,0.2268,0.2096,0.1488,0.1928,0.222,0.00197
54+
EWU,0.11,0.266,0.2348,0.2736,0.1156,0.008
55+
EWG,0.1092,0.27,0.2368,0.2686,0.1154,0.00816
56+
EWL,0.1022,0.2744,0.2378,0.2816,0.104,0.01028
57+
EWQ,0.1326,0.2636,0.209,0.2574,0.1374,0.00928
58+
IEUS,0.145,0.2484,0.2008,0.2508,0.155,0.01234
59+
EWJ,0.1294,0.265,0.2184,0.2642,0.123,0.00316
60+
EWT,0.1834,0.2262,0.1828,0.2316,0.176,0.00402
61+
MCHI,0.2528,0.1736,0.1246,0.1804,0.2686,0.00557
62+
INDA,0.188,0.2102,0.181,0.2344,0.1864,0.00903
63+
EWY,0.2212,0.2094,0.1468,0.2066,0.216,0.00465
64+
EWA,0.1678,0.243,0.1864,0.2362,0.1666,0.00992
65+
EWH,0.119,0.2644,0.223,0.2752,0.1184,0.00615
66+
EWZ,0.277,0.162,0.1106,0.1558,0.2946,0.01521
67+
EWC,0.149,0.2462,0.1992,0.2456,0.16,0.00941
68+
IEMG,0.157,0.2262,0.2082,0.2518,0.1568,0.00397
69+
LQD,0.0044,0.257,0.4884,0.2476,0.0026,0.05257
70+
HYG,0.0002,0.1832,0.6446,0.172,0.0,0.00206
71+
SHY,0.0,0.0,1.0,0.0,0.0,0.00152
72+
IEF,0.001,0.232,0.5518,0.214,0.0012,2e-05
73+
TLT,0.1116,0.2716,0.2328,0.276,0.108,7e-05
74+
SEGA.L,0.0,0.17,0.6678,0.1622,0.0,0.04556
75+
IEAA.L,0.0,0.0734,0.867,0.0596,0.0,0.03999
76+
HIGH.L,0.0,0.1348,0.7336,0.1316,0.0,0.0249
77+
JPEA.L,0.0048,0.2436,0.4944,0.2546,0.0026,0.0345
78+
IAU,0.4084,0.0796,0.0528,0.077,0.3822,0.06703
79+
SLV,0.199,0.2162,0.1574,0.2092,0.2182,0.01023
80+
GSG,0.1718,0.2356,0.1734,0.2348,0.1844,0.00364
81+
REET,0.107,0.278,0.233,0.277,0.105,0.0072
82+
ICLN,0.2674,0.176,0.1136,0.1718,0.2712,0.00213
83+
IXN,0.2192,0.2054,0.157,0.207,0.2114,0.00563
84+
IGF,0.0638,0.2932,0.2942,0.2846,0.0642,0.00644
85+
IUVL.L,0.1896,0.2188,0.1776,0.232,0.182,0.00783
86+
IUMO.L,0.2358,0.1892,0.1318,0.1998,0.2434,0.00962
87+
SPMV.L,0.1178,0.258,0.2332,0.272,0.119,0.06557
88+
IEVL.L,0.154,0.242,0.192,0.2592,0.1528,0.00651
89+
IEFM.L,0.4856,0.0108,0.0078,0.0114,0.4844,0.0132
90+
MVEU.L,0.0852,0.2742,0.2612,0.2906,0.0888,0.00834
91+
XLK,0.2232,0.2018,0.1546,0.2002,0.2202,0.00579
92+
XLF,0.1712,0.2448,0.1768,0.2332,0.174,0.0039
93+
XLV,0.0846,0.2802,0.2698,0.2842,0.0812,0.00522
94+
XLE,0.2578,0.163,0.1288,0.184,0.2664,0.0025
95+
XLY,0.2296,0.1998,0.147,0.203,0.2206,0.00184
96+
XLI,0.1322,0.2644,0.2178,0.2602,0.1254,0.00492
97+
XLC,0.237,0.194,0.1464,0.1962,0.2264,0.00343
98+
XLU,0.117,0.2742,0.2376,0.2622,0.109,0.01551
99+
XLP,0.0676,0.2948,0.29,0.287,0.0606,0.01177
100+
XLB,0.143,0.2544,0.2072,0.2498,0.1456,0.00273
101+
VXX,0.4114,0.0604,0.0402,0.0642,0.4238,0.00045

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