This module allows you to analyze existing cross correlation between NYSE and NQFI. You can compare the effects of market volatilities on NYSE and NQFI and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in NYSE with a short position of NQFI. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and NQFI.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to generate 1.1 times more return on investment than NQFI. However, NYSE is 1.1 times more volatile than NQFI. It trades about -0.11 of its potential returns per unit of risk. NQFI is currently generating about -0.22 per unit of risk. If you would invest 1,269,553 in NYSE on February 21, 2018 and sell it today you would lose (31,814) from holding NYSE or give up 2.51% of portfolio value over 30 days.