Why Yield to Maturity Matters for Fixed Income ETFs (HYG Case Study)
I tested the correlation between the Average Yield to Maturity of a fixed income ETF and the ETF's realized return.
I tested the correlation between the Average Yield to Maturity of a fixed income ETF and the ETF's realized return.
채권 ETF의 평균만기수익률(Average Yield to Maturity)과 ETF 실현수익률간의 상관성을 검증해보았습니다.
Create a simple ETF investment strategy using CNN-Fear-and-Greed Index, and simulate back-testing in Google Spreadsheet.
CNN-Fear-and-Greed index를 이용한 간단한 ETF 투자전략을 만들고, Google Spreadsheet 에서 백테스팅 결과를 시뮬레이션해 봅니다.