Quant

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This report is built using only publicly available information.

It relies on the ETF universe to evaluate the price action and market behavior of different asset classes, equity indices, and factors indices.

Cross Assets EDA

• Year to date performance
• The Risk Return Scatter 
• The global monthly ranking : This month winner, next month loser ?
• The Horse Race : Do the January Winners mantain their leadership overtime ?
• The correlation Matrix

Euro QuantaMentals

Relationships that matter :

• World Equity
• Stoxx Equal weighted to Stoxx 600
• Volatility of Stocks/bonds
• Index PE to real 10 year
• Probability Calcultations on PE (under development)
• Copper to Gold

Megatrends

• Performance
• The Risk Return Scatter :
• The global monthly ranking : This month winner, next month loser ?
• The Horse Race : Do the January Winners mantain their leadership overtime ?
• The correlation Matrix

European Equity

• European Equity
  • Countries
  • Sectors
  • Factors

NLP & Sentiment (under construction)

• Twitter Economic uncertainty
• Reddit Stocks
• Media Articles Text Analysis

The list of ETFs used for the Data Analysis

Source: Yahoo Finance