SETTINGS
|
Numerator Ticker
Enter the ticker that you would like to see the ratio and correlation of. The Numerator will be the ticker that the tool divides the price of the denominator ticker. Denominator Ticker Enter the ticker that you would like to see the ratio and correlation of. The Denominator will be the ticker that the tool divides the numerator ticker by. Ratio Output = Numerator Ticker Price / Denominator Ticker Price Correlation Output = Correlation between numerator ticker and denominator ticker |
|
Start/End Simulation Date
The date values to start and end the simulation. If the ticker is unavailable for some of the date range entered the behavior will be to only test the dates when the ticker is available. |
|
Rolling Correlation Length
The number of trading days that the correlation between the 2 input stocks is calculated over. A large number will use more the stock's history to calculate the correlation, and a smaller number will show the more recent stock price correlation. |
OUTPUTS
|
The tool outputs fully interactive charts showing day to day equity (not just monthly data), day to day draw down, transitions from stock to cash symbol, a summary of performance, % allocation per symbol, annual/monthly performance table, and a full trade list.
Outputs include: Ratio between the 2 input funds, correlation between the 2 input funds, and a price chart comparing the 2 input fund returns (with dividends) over the period selected. |
DOWNLOADS
|
You may download a spreadsheet with the daily stock prices, ratio values, and correlation values. You may also download an HTML report with fully interactive graphs that you can save and send to others.
|