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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/paper_analysis/weights/mES/MinRisk_PositionLimit_CC.csv
1436 views
"Bond","SP500","NAREIT","SPGSCI"
"Q1y_1981",0.347129155915787,0.395078878514596,0.176230658629856,0.0815613069397607
"Q2y_1981",0.399985470986148,0.338556408949082,0.178756930589526,0.0827011894752441
"Q3y_1981",0.399897723157776,0.342239613322059,0.184546442103077,0.0733162214170879
"Q4y_1981",0.399977360450191,0.351283460632324,0.167815232104679,0.0809239468128056
"Q1y_1982",0.135207839314247,0.399985113647553,0.270671655176344,0.194135391861856
"Q2y_1982",0.190042976758486,0.399993027976229,0.256385236561439,0.153578758703846
"Q3y_1982",0.24246184804454,0.39971480573587,0.23461320442992,0.12321014178967
"Q4y_1982",0.202520861431414,0.399926749761925,0.251587053732326,0.145965335074335
"Q1y_1983",0.247426836017406,0.381426254328794,0.233312468273955,0.137834441379845
"Q2y_1983",0.323037288317097,0.357735476283636,0.218094471628106,0.101132763771161
"Q3y_1983",0.39998798865327,0.325539123601248,0.203711905821034,0.0707609819244483
"Q4y_1983",0.399982230943546,0.313740960973741,0.211431725735624,0.0748450823470902
"Q1y_1984",0.399990097930285,0.295887555704136,0.227640383219123,0.0764819631464555
"Q2y_1984",0.399976363464183,0.283388378127293,0.237856525970159,0.0787787324383647
"Q3y_1984",0.356165466048905,0.211949151323502,0.185191016397996,0.246694366229598
"Q4y_1984",0.399972485275009,0.26814614229047,0.22379452469079,0.108086847743732
"Q1y_1985",0.363543940147205,0.237217680423434,0.254806972766914,0.144431406662446
"Q2y_1985",0.385383483110579,0.219456874980092,0.237843324279922,0.157316317629408
"Q3y_1985",0.326215471482258,0.216610083212836,0.289291281189325,0.16788316411558
"Q4y_1985",0.399991765538351,0.250566798924743,0.165511416671711,0.183930018865195
"Q1y_1986",0.399875972322343,0.252779416681997,0.199678265155054,0.147666345840606
"Q2y_1986",0.399996966477163,0.264922896557872,0.248910054841314,0.0861700821236512
"Q3y_1986",0.399990138377949,0.255612456985709,0.265642495784391,0.078754908851952
"Q4y_1986",0.399997527752841,0.239064137110381,0.27141979002004,0.089518545116737
"Q1y_1987",0.399961207612198,0.227747945685858,0.273954641820132,0.0983362048818113
"Q2y_1987",0.399997747232808,0.214700554231505,0.309476427457406,0.0758252710782809
"Q3y_1987",0.399996031150198,0.218778524534142,0.297765427590118,0.0834600167255418
"Q4y_1987",0.399988471749428,0.22205921064845,0.283719214772444,0.0942331028296771
"Q1y_1988",0.39999757607792,0.235898314847632,0.154361259620057,0.209742849454392
"Q2y_1988",0.399995896994583,0.223466302617795,0.176499250804413,0.200038549583208
"Q3y_1988",0.399979749520801,0.210312173265964,0.196366821034949,0.193341256178286
"Q4y_1988",0.399982388480005,0.19446343257342,0.209060845706767,0.196493333239807
"Q1y_1989",0.399978543070092,0.199383395837681,0.231492598375049,0.169145462717179
"Q2y_1989",0.399963244452473,0.198290660871318,0.235744239092398,0.166001855583811
"Q3y_1989",0.399992392062748,0.18946660973446,0.250909916784141,0.15963108141865
"Q4y_1989",0.399975772405503,0.19000137394661,0.25453752994904,0.155485323698846
"Q1y_1990",0.399999204816953,0.208947391719809,0.231092181899732,0.159961221563506
"Q2y_1990",0.399947203297755,0.199289638364864,0.220289129396097,0.180474028941285
"Q3y_1990",0.399990438123885,0.19056157948585,0.232191579516634,0.177256402873631
"Q4y_1990",0.39999319162755,0.323260449981715,0.22456469929504,0.0521816590956948
"Q1y_1991",0.399985128082758,0.220873679738172,0.195227902447122,0.183913289731947
"Q2y_1991",0.399990183129773,0.235814269962546,0.17981282112483,0.184382725782851
"Q3y_1991",0.399996781118373,0.200788313137868,0.21198261435373,0.187232291390029
"Q4y_1991",0.399995531580353,0.182809247782095,0.237008926985293,0.180186293652259
"Q1y_1992",0.399984228476575,0.205908597989943,0.285367017523634,0.108740156009848
"Q2y_1992",0.399976642140529,0.191348072607485,0.22649157499568,0.182183710256306
"Q3y_1992",0.399995531580353,0.182809247782095,0.237008926985293,0.180186293652259
"Q4y_1992",0.399983174242841,0.174853793339151,0.242252113779395,0.182910918638612
"Q1y_1993",0.399990629907544,0.171777654894272,0.257199048517657,0.171032666680527
"Q2y_1993",0.399972023433219,0.195997592363822,0.19142450877139,0.212605875431569
"Q3y_1993",0.399985236694773,0.203537826740049,0.223730190598287,0.17274674596689
"Q4y_1993",0.399995918290582,0.179710265693561,0.221963358778137,0.19833045723772
"Q1y_1994",0.399969371798729,0.207441882527834,0.226934586497281,0.165654159176156
"Q2y_1994",0.399996896155118,0.202713083978583,0.219154859853559,0.17813516001274
"Q3y_1994",0.399971375388064,0.185328735415626,0.227943380608882,0.186756508587428
"Q4y_1994",0.399990545189372,0.195392286636953,0.261224900859954,0.143392267313721
"Q1y_1995",0.399998568645031,0.212938972452414,0.202925978286706,0.184136480615849
"Q2y_1995",0.399971375388064,0.185328735415626,0.227943380608882,0.186756508587428
"Q3y_1995",0.399994143056922,0.185530662317532,0.245751064837061,0.168724129788484
"Q4y_1995",0.399989327621734,0.220584029770856,0.231827369115337,0.147599273492073
"Q1y_1996",0.399999689540326,0.325586578366821,0.210257089600028,0.0641566424928251
"Q2y_1996",0.399955601927773,0.367558190913357,0.174587124041546,0.0578990831173237
"Q3y_1996",0.399955366258125,0.399950248479874,0.14510238785452,0.0549919974074811
"Q4y_1996",0.399991440564379,0.271410554795671,0.223366309609875,0.105231695030075
"Q1y_1997",0.399959164244419,0.316675428205199,0.13745262116116,0.145912786389222
"Q2y_1997",0.399994918957978,0.258360493062238,0.221296252466466,0.120348335513318
"Q3y_1997",0.399996643929023,0.252447180597592,0.231214277683103,0.116341897790281
"Q4y_1997",0.399985128082758,0.220873679738172,0.195227902447122,0.183913289731947
"Q1y_1998",0.39999781648876,0.239528458583296,0.283617427452112,0.0768562974758323
"Q2y_1998",0.399999698002418,0.211750621138827,0.274587328108231,0.113662352750524
"Q3y_1998",0.399996057368726,0.227292657871404,0.255747990835076,0.116963293924794
"Q4y_1998",0.399994640309318,0.319002580729544,0.147370717924294,0.133632061036844
"Q1y_1999",0.399997409410578,0.269819424282091,0.252882707957471,0.0773004583498604
"Q2y_1999",0.399964200020679,0.239926223051688,0.314693704447699,0.045415872479934
"Q3y_1999",0.399997134458115,0.248935568310858,0.278287837738333,0.0727794594926944
"Q4y_1999",0.399999560588915,0.247562452120923,0.24698270578003,0.105455281510132
"Q1y_2000",0.399999698002418,0.211750621138827,0.274587328108231,0.113662352750524
"Q2y_2000",0.399987259562534,0.18872215051905,0.294991437498286,0.116299152420131
"Q3y_2000",0.399981629495211,0.210698697341754,0.297458792694324,0.0918608804687115
"Q4y_2000",0.399993482414582,0.250217628024709,0.27104017341063,0.0787487161500789
"Q1y_2001",0.399999560588915,0.247562452120923,0.24698270578003,0.105455281510132
"Q2y_2001",0.399998183858161,0.182051655491374,0.310650977549969,0.107299183100496
"Q3y_2001",0.399992028772629,0.211498574467854,0.286784739970567,0.101724656788949
"Q4y_2001",0.399965617660747,0.211374626819564,0.302652027678129,0.0860077278415601
"Q1y_2002",0.39998031561386,0.212161185315939,0.295868828345296,0.0919896707249045
"Q2y_2002",0.399999360857159,0.222567049121701,0.302645241700318,0.0747883483208223
"Q3y_2002",0.399980640055411,0.152909264092749,0.35377510674663,0.0933349891052109
"Q4y_2002",0.399991453935137,0.136156286123049,0.301433831134652,0.162418428807161
"Q1y_2003",0.399995927432607,0.129848302692727,0.328043215179908,0.142112554694758
"Q2y_2003",0.399994474839992,0.159175526890224,0.399789677266183,0.0410403210036011
"Q3y_2003",0.399982550693637,0.174955646550594,0.36656818620056,0.05849361655521
"Q4y_2003",0.399997412599753,0.176609587887412,0.344525908539994,0.0788670909728407
"Q1y_2004",0.399998324381932,0.176559695441378,0.31944860454333,0.10399337563336
"Q2y_2004",0.399968632928776,0.194211181041098,0.277032790379081,0.128787395651045
"Q3y_2004",0.39999743459346,0.27954521869175,0.136266543186823,0.184190803527968
"Q4y_2004",0.399990921437721,0.278101237733862,0.227774549979738,0.0941332908486782
"Q1y_2005",0.399985745951874,0.284681753456518,0.252430951610205,0.0629015489814027
"Q2y_2005",0.39999963963102,0.298812268706895,0.221116295112137,0.0800717965499481
"Q3y_2005",0.399992638969117,0.293310942520877,0.234846891624408,0.071849526885598
"Q4y_2005",0.399993941031454,0.317753104408831,0.221738000637964,0.0605149539217508
"Q1y_2006",0.399994457426427,0.311596095165761,0.236979872806294,0.0514295746015175
"Q2y_2006",0.399987533192493,0.35101963020404,0.204876421139962,0.0441164154635045
"Q3y_2006",0.399996529880519,0.341930650932293,0.190403017337749,0.0676698018494394
"Q4y_2006",0.399998764663362,0.364036132995998,0.205614064872641,0.0303510374679993
"Q1y_2007",0.399985986782855,0.396618296402043,0.172462091825938,0.0309336249891637
"Q2y_2007",0.399955366258125,0.399950248479874,0.14510238785452,0.0549919974074811
"Q3y_2007",0.399967934788354,0.396617850151989,0.10779977092729,0.0956144441323662
"Q4y_2007",0.399996314554398,0.393909178139924,0.12775410979573,0.0783403975099475
"Q1y_2008",0.399993822047251,0.388112681210555,0.123208525788725,0.0886849709534686
"Q2y_2008",0.399996549811942,0.29253191117253,0.201446995316005,0.106024543699523
"Q3y_2008",0.399992282985002,0.287952972513931,0.169066787963828,0.142987956537239
"Q4y_2008",0.399991393016397,0.247982454917129,0.293268886218712,0.0587572658477633
"Q1y_2009",0.399883272750585,0.399997652306275,0.104955156909706,0.0951639180334341
"Q2y_2009",0.399996687073733,0.378055756869452,0.0725029951277704,0.149444560929045
"Q3y_2009",0.399999432174622,0.36586937482436,0.0712050709092933,0.162926122091724
"Q4y_2009",0.399995881983773,0.263699856273966,0.0549133502268871,0.281390911515374
"Q1y_2010",0.39998104614954,0.204326906492559,0.0497571137321488,0.345934933625752
"Q2y_2010",0.399995016970409,0.269434583625829,0.0858275222873243,0.244742877116438
"Q3y_2010",0.399997164097169,0.29354433966385,0.159609987993261,0.14684850824572