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braverock
GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/paper_analysis/weights/mES/tact_EqualWeight_CC.csv
1436 views
"Bond","SP500","NAREIT","SPGSCI"
"Q1y_1981",0.347130325015555,0.395079142621425,0.176229112614069,0.0815614197489513
"Q2y_1981",0.622369068634772,0.246888863588249,0.13074206777698,0
"Q3y_1981",0.468161022795275,0.317515930998142,0.172758944654944,0.0415641015516398
"Q4y_1981",0.25,0.25,0.25,0.25
"Q1y_1982",0.25,0.25,0.25,0.25
"Q2y_1982",0.25,0.25,0.25,0.25
"Q3y_1982",0.25,0.25,0.25,0.25
"Q4y_1982",0.25,0.25,0.25,0.25
"Q1y_1983",0.25,0.25,0.25,0.25
"Q2y_1983",0.25,0.25,0.25,0.25
"Q3y_1983",0.25,0.25,0.25,0.25
"Q4y_1983",0.25,0.25,0.25,0.25
"Q1y_1984",0.25,0.25,0.25,0.25
"Q2y_1984",0.25,0.25,0.25,0.25
"Q3y_1984",0.25,0.25,0.25,0.25
"Q4y_1984",0.866368594233368,0,0,0.133631405766632
"Q1y_1985",0.25,0.25,0.25,0.25
"Q2y_1985",0.25,0.25,0.25,0.25
"Q3y_1985",0.25,0.25,0.25,0.25
"Q4y_1985",0.25,0.25,0.25,0.25
"Q1y_1986",0.25,0.25,0.25,0.25
"Q2y_1986",0.25,0.25,0.25,0.25
"Q3y_1986",0.25,0.25,0.25,0.25
"Q4y_1986",0.25,0.25,0.25,0.25
"Q1y_1987",0.25,0.25,0.25,0.25
"Q2y_1987",0.25,0.25,0.25,0.25
"Q3y_1987",0.25,0.25,0.25,0.25
"Q4y_1987",0.25,0.25,0.25,0.25
"Q1y_1988",0.25,0.25,0.25,0.25
"Q2y_1988",0.25,0.25,0.25,0.25
"Q3y_1988",0.25,0.25,0.25,0.25
"Q4y_1988",0.25,0.25,0.25,0.25
"Q1y_1989",0.25,0.25,0.25,0.25
"Q2y_1989",0.25,0.25,0.25,0.25
"Q3y_1989",0.25,0.25,0.25,0.25
"Q4y_1989",0.25,0.25,0.25,0.25
"Q1y_1990",0.25,0.25,0.25,0.25
"Q2y_1990",0.25,0.25,0.25,0.25
"Q3y_1990",0.25,0.25,0.25,0.25
"Q4y_1990",0.950346040713866,6.03254883472965e-08,3.10271290370344e-08,0.0496538679335167
"Q1y_1991",0.882701048856695,0,0,0.117298951143305
"Q2y_1991",0.89975262961948,0,0,0.10024737038052
"Q3y_1991",0.902831718196992,0,0,0.0971682818030081
"Q4y_1991",0.897944127563265,0,0,0.102055872436735
"Q1y_1992",0.25,0.25,0.25,0.25
"Q2y_1992",0.25,0.25,0.25,0.25
"Q3y_1992",0.25,0.25,0.25,0.25
"Q4y_1992",0.25,0.25,0.25,0.25
"Q1y_1993",0.25,0.25,0.25,0.25
"Q2y_1993",0.25,0.25,0.25,0.25
"Q3y_1993",0.25,0.25,0.25,0.25
"Q4y_1993",0.25,0.25,0.25,0.25
"Q1y_1994",0.25,0.25,0.25,0.25
"Q2y_1994",0.25,0.25,0.25,0.25
"Q3y_1994",0.25,0.25,0.25,0.25
"Q4y_1994",0.25,0.25,0.25,0.25
"Q1y_1995",0.25,0.25,0.25,0.25
"Q2y_1995",0.916073328985926,0,0,0.0839266710140742
"Q3y_1995",0.904279313424691,0,0,0.0957206865753086
"Q4y_1995",0.913539457227557,0,0,0.0864605427724432
"Q1y_1996",0.25,0.25,0.25,0.25
"Q2y_1996",0.25,0.25,0.25,0.25
"Q3y_1996",0.25,0.25,0.25,0.25
"Q4y_1996",0.25,0.25,0.25,0.25
"Q1y_1997",0.25,0.25,0.25,0.25
"Q2y_1997",0.25,0.25,0.25,0.25
"Q3y_1997",0.25,0.25,0.25,0.25
"Q4y_1997",0.25,0.25,0.25,0.25
"Q1y_1998",0.97862198222329,0,0,0.0213780177767099
"Q2y_1998",0.968243176799843,0,0,0.0317568232001573
"Q3y_1998",0.973138398418397,1.23852575584193e-08,5.50400083962271e-08,0.0268615341563371
"Q4y_1998",0.993685806492718,4.17873115790644e-09,5.71252675163691e-10,0.00631418875729828
"Q1y_1999",0.25,0.25,0.25,0.25
"Q2y_1999",0.25,0.25,0.25,0.25
"Q3y_1999",1,0,0,0
"Q4y_1999",0.25,0.25,0.25,0.25
"Q1y_2000",0.25,0.25,0.25,0.25
"Q2y_2000",0.25,0.25,0.25,0.25
"Q3y_2000",0.25,0.25,0.25,0.25
"Q4y_2000",0.25,0.25,0.25,0.25
"Q1y_2001",0.25,0.25,0.25,0.25
"Q2y_2001",0.25,0.25,0.25,0.25
"Q3y_2001",0.25,0.25,0.25,0.25
"Q4y_2001",0.25,0.25,0.25,0.25
"Q1y_2002",0.25,0.25,0.25,0.25
"Q2y_2002",0.25,0.25,0.25,0.25
"Q3y_2002",0.25,0.25,0.25,0.25
"Q4y_2002",0.25,0.25,0.25,0.25
"Q1y_2003",0.25,0.25,0.25,0.25
"Q2y_2003",0.25,0.25,0.25,0.25
"Q3y_2003",0.25,0.25,0.25,0.25
"Q4y_2003",0.25,0.25,0.25,0.25
"Q1y_2004",0.25,0.25,0.25,0.25
"Q2y_2004",0.25,0.25,0.25,0.25
"Q3y_2004",0.25,0.25,0.25,0.25
"Q4y_2004",0.25,0.25,0.25,0.25
"Q1y_2005",0.25,0.25,0.25,0.25
"Q2y_2005",0.25,0.25,0.25,0.25
"Q3y_2005",0.86515567270456,0.0758561489005881,0.0589881783948521,0
"Q4y_2005",0.82999455037494,0.103125742395258,0.0668797072298025,0
"Q1y_2006",0.826600183484343,0.100798114226387,0.07260170228927,0
"Q2y_2006",0.810671909205757,0.125198342303768,0.0641297484904752,0
"Q3y_2006",0.25,0.25,0.25,0.25
"Q4y_2006",0.25,0.25,0.25,0.25
"Q1y_2007",0.25,0.25,0.25,0.25
"Q2y_2007",0.803599424469693,0.15765245385235,0.0387481216779568,0
"Q3y_2007",0.847648596405712,0.133749313984343,0.0174276712470017,0.00117441836294388
"Q4y_2007",0.881350560232951,0.102364367951542,0.0162850718155069,0
"Q1y_2008",0.923934240163346,0.0726352776502293,0.00343048218642501,0
"Q2y_2008",0.25,0.25,0.25,0.25
"Q3y_2008",0.25,0.25,0.25,0.25
"Q4y_2008",0.25,0.25,0.25,0.25
"Q1y_2009",0.25,0.25,0.25,0.25
"Q2y_2009",0.25,0.25,0.25,0.25
"Q3y_2009",0.25,0.25,0.25,0.25
"Q4y_2009",0.25,0.25,0.25,0.25
"Q1y_2010",0.25,0.25,0.25,0.25
"Q2y_2010",0.25,0.25,0.25,0.25
"Q3y_2010",0.25,0.25,0.25,0.25