Leveraged Funds Analysis
Visit Sravz Leveraged Funds Analysis PageVideo explanation of the code
Use Case
Perform Analysis of Leveraged Funds:
- Create a portfolio of leveraged Funds
- For Eg: QQQ, QLD and TQQQ
- Review the returns and performance metrics of the equal value-weighted portfolio
Leveraged Funds - Return Analysis
- Adjusted Close Price
- Daily Returns
- Cumulative Returns
- Daily Return Factor
- Cumulative Beta Slippage
- 30 Days Rolling Volatility
- Daily Summary Statistics
- Rolling relative standard deviation
- GARCH: Annualized Conditional Volatility
Leveraged Funds - Eqaul Value Weighted Portfolio Analysis
Leveraged Funds - Eqaul Value Weighted Covariance Analysis
Non Leveraged- base fund QQQ analysis
