Given the global nature of the assets we trade, it is imperative to consider economic trends across the world. So, we inevitably end up comparing the economic stats of the major global players, with the US, Eurozone, UK and Japan being the most notable. While the economic states of these countries relative to one another do not necessarily inform our decision-making, we see value in understanding how they stack up.
The Economic Release Calendar displays the timing of all of the macroeconomic data releases that are used to measure each factor of GYfi. Macroeconomic variables are colored based on their groupings and can be filtered by country. The most recent 25 economic releases from across the globe are shown each day.
This tool shows the performance and volatility of all of the major instruments and asset classes that we trade; by default, year-to-date performance is displayed. Clicking an instrument on the scatter plot will open a correlation matrix and historical return series for the instrument.
The investment calculator tool allows you to run Monte Carlo simulations in order to see the effect of randomness on the value of a portfolio.
This tool shows the current and historical performance of each factor of the GYfi framework both individually and collectively. The performance of RQSI's technical trading sleeve is also included.
This tool shows the details of the most recent macroeconomic data releases. It also includes functionality that allows the user to go back through the entire history of all previous data releases.