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Market_monitor_report
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********************************************************************************
Market monitor report report produced on 2022-11-14 21:28:42.788030
********************************************************************************
This report lists instruments by their percentage returns, over different periods (eg 1 day, 7 days, 1 month, 3 months, 6 months, YTD and 1 year)
The first few tables are top6/bottom 6, then subsequently we have all instruments.
The return tables are sorted by instrument name, outright percentage return (1=1%), and vol adjusted return.
Search by period/order eg 1B/name, 1M/change, YTD/vol_adjusted
+Periods: ['1B', '7D', '1M', '3M', '6M', 'YTD', '12M']
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
Empty DataFrame
Columns: [name, change, vol_adjusted]
Index: []
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
Empty DataFrame
Columns: [name, change, vol_adjusted]
Index: []
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
48 ETHEREUM -25.16 -2.13
47 ETHER-micro -23.73 -2.09
8 BITCOIN -22.10 -2.57
90 GAS-LAST -13.52 -1.07
95 GAS_US_mini -11.12 -0.93
94 GAS_US -10.25 -0.81
30 COPPER 8.83 1.54
31 COPPER-micro 8.89 1.56
67 EU-RETAIL 9.17 1.66
108 IRON 9.49 1.17
68 EU-TECH 11.80 2.31
56 EU-DJ-TECH 12.00 2.29
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
8 BITCOIN -22.10 -2.57
48 ETHEREUM -25.16 -2.13
47 ETHER-micro -23.73 -2.09
157 SGD_mini -2.24 -1.99
156 SGD -2.00 -1.85
74 EURCHF -1.54 -1.33
26 CHF_micro 4.88 2.49
24 CHF 4.90 2.51
114 JPY 5.73 2.94
115 JPY_mini 5.76 2.96
121 KRWUSD 5.67 3.52
122 KRWUSD_mini 7.16 4.03
======================================================
Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
198 V2X -19.97 -1.90
8 BITCOIN -15.73 -0.68
89 FTSEVIET -15.43 -1.91
200 VIX_mini -12.82 -1.16
199 VIX -12.68 -1.23
90 GAS-LAST -11.43 -0.45
181 US-MATERIAL 19.07 1.82
160 SILVER 19.33 1.35
66 EU-REALESTATE 19.94 1.38
67 EU-RETAIL 19.94 1.52
68 EU-TECH 22.62 1.81
56 EU-DJ-TECH 23.55 1.79
==================================================================
Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
89 FTSEVIET -15.43 -1.91
198 V2X -19.97 -1.90
156 SGD -3.51 -1.89
157 SGD_mini -3.53 -1.88
199 VIX -12.68 -1.23
200 VIX_mini -12.82 -1.16
77 EUROSTX 14.94 1.89
180 US-INDUSTRY 17.40 1.90
114 JPY 7.02 1.94
115 JPY_mini 7.06 1.95
122 KRWUSD_mini 9.19 2.68
121 KRWUSD 9.32 2.77
======================================================
Market moves for period 3M, sort by change (3M/change)
======================================================
name change vol_adjusted
48 ETHEREUM -38.59 -0.77
47 ETHER-micro -36.03 -0.72
8 BITCOIN -32.94 -0.73
89 FTSEVIET -31.06 -2.13
90 GAS-LAST -30.33 -0.71
94 GAS_US -29.73 -0.72
32 COPPER-mini 9.20 0.50
31 COPPER-micro 9.48 0.52
146 PLAT 11.98 0.71
167 SOYOIL 13.25 0.50
17 BUTTER 15.00 1.13
177 US-ENERGY 24.26 1.01
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
29 CNH-onshore -6.65 -2.21
89 FTSEVIET -31.06 -2.13
175 TWD-mini -5.20 -1.82
6 BB3M -1.28 -1.51
190 US20 -12.52 -1.47
159 SHATZ -2.28 -1.36
205 YENEUR 6.23 0.85
73 EURCAD 3.89 0.85
177 US-ENERGY 24.26 1.01
72 EURAUD 5.97 1.10
17 BUTTER 15.00 1.13
28 CNH 7.73 2.26
======================================================
Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
8 BITCOIN -47.26 -0.64
48 ETHEREUM -44.99 -0.49
125 LUMBER -42.89 -0.77
47 ETHER-micro -42.81 -0.46
35 COTTON -38.52 -1.36
142 OATIES -34.85 -1.09
145 PLAT 12.63 0.39
25 CHFJPY 13.78 1.46
176 US-ENERGY 14.12 0.44
136 NIFTY 15.78 0.91
17 BUTTER 26.74 1.32
151 RUR 30.05 0.59
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
83 FED -2.14 -2.33
6 BB3M -1.78 -1.88
158 SHATZ -2.34 -1.41
188 US2 -2.67 -1.40
127 MILKDRY -15.80 -1.38
35 COTTON -38.52 -1.36
24 CHF 5.64 0.90
26 CHF_micro 5.69 0.90
136 NIFTY 15.78 0.91
28 CNH 6.31 1.16
17 BUTTER 26.74 1.32
25 CHFJPY 13.78 1.46
========================================================
Market moves for period YTD, sort by change (YTD/change)
========================================================
name change vol_adjusted
47 ETHEREUM -69.45 -0.91
46 ETHER-micro -68.64 -0.94
7 BITCOIN -65.53 -0.86
124 LUMBER -50.16 -0.87
88 FTSEVIET -47.08 -2.73
169 STEEL -37.50 -1.04
93 GAS_US 65.69 0.64
91 GASOILINE 68.04 1.16
174 US-ENERGY 69.19 2.43
16 BUTTER 72.95 2.89
92 GASOILINE_micro 86.72 1.26
104 HEATOIL 101.24 1.87
====================================================================
Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
name change vol_adjusted
82 FED -3.63 -9.98
74 EURIBOR -2.64 -4.96
172 TWD-mini -13.43 -4.85
157 SHATZ -3.31 -4.84
186 US2 -5.24 -4.74
28 CNH-onshore -10.58 -4.60
174 US-ENERGY 69.19 2.43
105 HOUSE-US 6.07 2.43
16 BUTTER 72.95 2.89
150 RUR 43.12 3.05
24 CHFJPY 16.83 3.67
27 CNH 12.60 4.26
========================================================
Market moves for period 12M, sort by change (12M/change)
========================================================
name change vol_adjusted
198 V2X -19.97 -1.90
8 BITCOIN -15.73 -0.68
89 FTSEVIET -15.43 -1.91
200 VIX_mini -12.82 -1.16
199 VIX -12.68 -1.23
90 GAS-LAST -11.43 -0.45
181 US-MATERIAL 19.07 1.82
160 SILVER 19.33 1.35
66 EU-REALESTATE 19.94 1.38
67 EU-RETAIL 19.94 1.52
68 EU-TECH 22.62 1.81
56 EU-DJ-TECH 23.55 1.79
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
89 FTSEVIET -15.43 -1.91
198 V2X -19.97 -1.90
156 SGD -3.51 -1.89
157 SGD_mini -3.53 -1.88
199 VIX -12.68 -1.23
200 VIX_mini -12.82 -1.16
77 EUROSTX 14.94 1.89
180 US-INDUSTRY 17.40 1.90
114 JPY 7.02 1.94
115 JPY_mini 7.06 1.95
122 KRWUSD_mini 9.19 2.68
121 KRWUSD 9.32 2.77
==================================================
Market moves for period 1B, sort by name (1B/name)
==================================================
Empty DataFrame
Columns: [name, change, vol_adjusted]
Index: []
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
Empty DataFrame
Columns: [name, change, vol_adjusted]
Index: []
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
Empty DataFrame
Columns: [name, change, vol_adjusted]
Index: []
==================================================
Market moves for period 7D, sort by name (7D/name)
==================================================
name change vol_adjusted
0 AEX 4.12 1.33
1 AEX_mini 4.34 1.39
2 ALUMINIUM 5.58 0.97
3 AUD 3.42 1.21
4 AUDJPY -1.87 -0.92
5 AUD_micro 3.42 1.21
6 BB3M 0.23 1.04
7 BBCOMM -1.24 -0.34
8 BITCOIN -22.10 -2.57
9 BOBL 0.72 0.65
10 BONO 1.41 0.59
11 BOVESPA -2.41 -0.62
12 BRE -4.24 -1.29
13 BRENT-LAST -2.70 -0.45
14 BTP 2.37 0.84
15 BTP3 0.43 0.60
16 BUND 1.69 0.85
17 BUTTER 1.29 0.29
18 BUXL 3.56 0.73
19 CAC 3.27 1.01
20 CAD 1.79 1.01
21 CAD_micro 1.77 1.00
22 CH10 1.05 0.62
23 CHEESE 5.14 1.27
24 CHF 4.90 2.51
25 CHFJPY -1.12 -0.66
26 CHF_micro 4.88 2.49
27 CLP 2.85 0.74
28 CNH 0.40 0.25
29 CNH-onshore -0.49 -0.33
30 COPPER 8.83 1.54
31 COPPER-micro 8.89 1.56
32 COPPER-mini 8.41 1.54
33 CORN -2.52 -0.75
34 CORN_mini -2.71 -0.83
35 COTTON -1.27 -0.15
36 CRUDE_W -2.64 -0.43
37 CRUDE_W_micro -3.39 -0.51
38 CRUDE_W_mini -3.80 -0.57
39 CZK 2.57 1.31
40 DAX 5.67 1.75
41 DJSTX-SMALL 5.89 1.57
42 DOW 2.66 0.77
43 DOW_mini 2.65 0.77
44 EDOLLAR 0.54 2.09
45 EPRA-EUROPE 7.29 1.17
46 ETHANOL 0.00 0.00
47 ETHER-micro -23.73 -2.09
48 ETHEREUM -25.16 -2.13
49 EU-AUTO 4.81 1.03
50 EU-BANKS 0.16 0.04
51 EU-BASIC 3.08 0.61
52 EU-CHEM 5.57 1.61
53 EU-CONSTRUCTION 8.14 1.93
54 EU-DIV30 1.68 0.59
55 EU-DJ-OIL -1.34 -0.35
56 EU-DJ-TECH 12.00 2.29
57 EU-DJ-TELECOM 0.63 0.21
58 EU-DJ-UTIL 3.45 1.00
59 EU-FOOD 2.05 0.78
60 EU-HEALTH 0.45 0.18
61 EU-HOUSE 3.85 1.10
62 EU-INSURE 3.75 1.31
63 EU-MEDIA 2.88 0.90
64 EU-MID 4.99 1.39
65 EU-OIL -3.54 -0.91
66 EU-REALESTATE 8.70 1.37
67 EU-RETAIL 9.17 1.66
68 EU-TECH 11.80 2.31
69 EU-TRAVEL 1.59 0.35
70 EU-UTILS 3.85 1.06
71 EUR 3.29 1.53
72 EURAUD -0.46 -0.26
73 EURCAD 1.30 0.91
74 EURCHF -1.54 -1.33
75 EURIBOR 0.35 1.24
76 EURO600 3.99 1.41
77 EUROSTX 5.02 1.57
78 EUROSTX-LARGE 4.22 1.33
79 EUROSTX-SMALL 5.91 1.65
80 EUROSTX200-LARGE 2.79 1.05
81 EUR_micro 3.32 1.54
82 EUR_mini 3.33 1.55
83 FED 0.23 0.90
84 FEEDCOW -0.49 -0.25
85 FTSECHINAA 1.89 0.36
86 FTSECHINAH 5.97 0.72
87 FTSEINDO -1.80 -0.86
88 FTSETAIWAN 7.34 2.30
89 FTSEVIET -4.74 -0.91
90 GAS-LAST -13.52 -1.07
91 GAS-PEN -8.71 -0.62
92 GASOILINE -1.75 -0.28
93 GASOILINE_micro -3.23 -0.46
94 GAS_US -10.25 -0.81
95 GAS_US_mini -11.12 -0.93
96 GBP 2.76 0.94
97 GBPCHF -0.73 -0.35
98 GBPEUR 0.54 0.34
99 GBPJPY -3.09 -1.21
100 GBP_micro 2.73 0.93
101 GICS -3.70 -1.18
102 GOLD 5.38 1.90
103 GOLD-mini 5.30 1.90
104 GOLD_micro 5.39 1.90
105 HEATOIL -3.87 -0.63
106 HOUSE-US 0.14 0.43
107 INR 1.73 1.59
108 IRON 9.49 1.17
109 IRS 3.31 1.82
110 JGB 0.72 1.69
111 JGB-SGX-mini 0.45 0.99
112 JGB-mini 0.46 1.08
113 JP-REALESTATE 1.44 0.51
114 JPY 5.73 2.94
115 JPY_mini 5.76 2.96
116 KOSDAQ 5.84 1.06
117 KOSPI 5.92 1.78
118 KOSPI_mini 1.81 0.54
119 KR10 2.85 1.42
120 KR3 1.03 1.28
121 KRWUSD 5.67 3.52
122 KRWUSD_mini 7.16 4.03
123 LEANHOG -0.79 -0.18
124 LIVECOW -1.02 -0.74
125 LUMBER -3.19 -0.32
126 LUMBER-new -1.70 -0.19
127 MILK 5.17 1.25
128 MILKDRY 2.18 0.76
129 MILKWET 1.12 0.35
130 MSCIASIA 6.11 1.46
131 MSCISING 3.76 1.24
132 MSCIWORLD 5.12 1.44
133 MUMMY 1.10 0.25
134 MXP -0.18 -0.12
135 NASDAQ 7.70 1.32
136 NASDAQ_micro 7.74 1.33
137 NIFTY 0.98 0.38
138 NIKKEI -0.02 -0.01
139 NIKKEI400 0.43 0.16
140 NOK 2.75 0.87
141 NZD 3.12 1.15
142 OAT 1.69 0.80
143 OATIES 0.39 0.05
144 OMX 2.35 0.80
145 PALLAD 7.21 0.90
146 PLAT 5.16 0.98
147 PLN 3.27 1.23
148 R1000 3.66 0.97
149 REDWHEAT -1.55 -0.25
150 RICE 0.94 0.32
151 RUBBER 2.79 0.67
152 RUR 2.85 0.47
153 RUSSELL 4.11 0.87
154 RUSSELL_mini 4.12 0.88
155 SEK 4.52 1.71
156 SGD -2.00 -1.85
157 SGD_mini -2.24 -1.99
158 SGX 0.13 0.05
159 SHATZ 0.13 0.33
160 SILVER 3.89 0.62
161 SMI 3.78 1.55
162 SMI-MID 7.93 2.20
163 SOFR 0.57 2.16
164 SOYBEAN -0.29 -0.10
165 SOYBEAN_mini -0.21 -0.06
166 SOYMEAL -1.41 -0.33
167 SOYOIL 0.72 0.16
168 SP400 4.44 1.03
169 SP500 4.90 1.11
170 SP500_micro 4.91 1.11
171 STEEL 0.72 0.11
172 SWISSLEAD 6.21 2.02
173 TOPIX 0.22 0.08
174 TWD 3.49 2.14
175 TWD-mini 1.47 1.24
176 US-DISCRETE 6.29 1.06
177 US-ENERGY 0.29 0.06
178 US-FINANCE 4.82 1.15
179 US-HEALTH 0.63 0.20
180 US-INDUSTRY 3.59 0.92
181 US-MATERIAL 6.95 1.48
182 US-PROPERTY 7.19 1.45
183 US-REALESTATE 6.53 1.36
184 US-STAPLES 1.39 0.45
185 US-TECH 8.20 1.41
186 US-UTILS 3.50 0.76
187 US10 2.42 1.70
188 US10U 2.92 1.56
189 US2 0.72 1.70
190 US20 4.27 1.73
191 US3 1.23 1.87
192 US30 4.42 1.29
193 US5 1.81 1.80
194 USIRS10 3.52 1.89
195 USIRS2ERIS 0.81 1.33
196 USIRS5 2.11 2.01
197 USIRS5ERIS 2.12 2.05
198 V2X -2.32 -0.43
199 VIX 2.23 0.44
200 VIX_mini 1.47 0.25
201 VNKI 0.23 0.04
202 WHEAT -2.63 -0.48
203 WHEAT_mini -3.33 -0.45
204 WHEY 0.00 0.00
205 YENEUR -2.23 -1.17
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
48 ETHEREUM -25.16 -2.13
47 ETHER-micro -23.73 -2.09
8 BITCOIN -22.10 -2.57
90 GAS-LAST -13.52 -1.07
95 GAS_US_mini -11.12 -0.93
94 GAS_US -10.25 -0.81
91 GAS-PEN -8.71 -0.62
89 FTSEVIET -4.74 -0.91
12 BRE -4.24 -1.29
105 HEATOIL -3.87 -0.63
38 CRUDE_W_mini -3.80 -0.57
101 GICS -3.70 -1.18
65 EU-OIL -3.54 -0.91
37 CRUDE_W_micro -3.39 -0.51
203 WHEAT_mini -3.33 -0.45
93 GASOILINE_micro -3.23 -0.46
125 LUMBER -3.19 -0.32
99 GBPJPY -3.09 -1.21
34 CORN_mini -2.71 -0.83
13 BRENT-LAST -2.70 -0.45
36 CRUDE_W -2.64 -0.43
202 WHEAT -2.63 -0.48
33 CORN -2.52 -0.75
11 BOVESPA -2.41 -0.62
198 V2X -2.32 -0.43
157 SGD_mini -2.24 -1.99
205 YENEUR -2.23 -1.17
156 SGD -2.00 -1.85
4 AUDJPY -1.87 -0.92
87 FTSEINDO -1.80 -0.86
92 GASOILINE -1.75 -0.28
126 LUMBER-new -1.70 -0.19
149 REDWHEAT -1.55 -0.25
74 EURCHF -1.54 -1.33
166 SOYMEAL -1.41 -0.33
55 EU-DJ-OIL -1.34 -0.35
35 COTTON -1.27 -0.15
7 BBCOMM -1.24 -0.34
25 CHFJPY -1.12 -0.66
124 LIVECOW -1.02 -0.74
123 LEANHOG -0.79 -0.18
97 GBPCHF -0.73 -0.35
84 FEEDCOW -0.49 -0.25
29 CNH-onshore -0.49 -0.33
72 EURAUD -0.46 -0.26
164 SOYBEAN -0.29 -0.10
165 SOYBEAN_mini -0.21 -0.06
134 MXP -0.18 -0.12
138 NIKKEI -0.02 -0.01
46 ETHANOL 0.00 0.00
204 WHEY 0.00 0.00
159 SHATZ 0.13 0.33
158 SGX 0.13 0.05
106 HOUSE-US 0.14 0.43
50 EU-BANKS 0.16 0.04
173 TOPIX 0.22 0.08
6 BB3M 0.23 1.04
201 VNKI 0.23 0.04
83 FED 0.23 0.90
177 US-ENERGY 0.29 0.06
75 EURIBOR 0.35 1.24
143 OATIES 0.39 0.05
28 CNH 0.40 0.25
15 BTP3 0.43 0.60
139 NIKKEI400 0.43 0.16
60 EU-HEALTH 0.45 0.18
111 JGB-SGX-mini 0.45 0.99
112 JGB-mini 0.46 1.08
44 EDOLLAR 0.54 2.09
98 GBPEUR 0.54 0.34
163 SOFR 0.57 2.16
179 US-HEALTH 0.63 0.20
57 EU-DJ-TELECOM 0.63 0.21
9 BOBL 0.72 0.65
171 STEEL 0.72 0.11
110 JGB 0.72 1.69
189 US2 0.72 1.70
167 SOYOIL 0.72 0.16
195 USIRS2ERIS 0.81 1.33
150 RICE 0.94 0.32
137 NIFTY 0.98 0.38
120 KR3 1.03 1.28
22 CH10 1.05 0.62
133 MUMMY 1.10 0.25
129 MILKWET 1.12 0.35
191 US3 1.23 1.87
17 BUTTER 1.29 0.29
73 EURCAD 1.30 0.91
184 US-STAPLES 1.39 0.45
10 BONO 1.41 0.59
113 JP-REALESTATE 1.44 0.51
200 VIX_mini 1.47 0.25
175 TWD-mini 1.47 1.24
69 EU-TRAVEL 1.59 0.35
54 EU-DIV30 1.68 0.59
142 OAT 1.69 0.80
16 BUND 1.69 0.85
107 INR 1.73 1.59
21 CAD_micro 1.77 1.00
20 CAD 1.79 1.01
118 KOSPI_mini 1.81 0.54
193 US5 1.81 1.80
85 FTSECHINAA 1.89 0.36
59 EU-FOOD 2.05 0.78
196 USIRS5 2.11 2.01
197 USIRS5ERIS 2.12 2.05
128 MILKDRY 2.18 0.76
199 VIX 2.23 0.44
144 OMX 2.35 0.80
14 BTP 2.37 0.84
187 US10 2.42 1.70
39 CZK 2.57 1.31
43 DOW_mini 2.65 0.77
42 DOW 2.66 0.77
100 GBP_micro 2.73 0.93
140 NOK 2.75 0.87
96 GBP 2.76 0.94
151 RUBBER 2.79 0.67
80 EUROSTX200-LARGE 2.79 1.05
119 KR10 2.85 1.42
152 RUR 2.85 0.47
27 CLP 2.85 0.74
63 EU-MEDIA 2.88 0.90
188 US10U 2.92 1.56
51 EU-BASIC 3.08 0.61
141 NZD 3.12 1.15
19 CAC 3.27 1.01
147 PLN 3.27 1.23
71 EUR 3.29 1.53
109 IRS 3.31 1.82
81 EUR_micro 3.32 1.54
82 EUR_mini 3.33 1.55
3 AUD 3.42 1.21
5 AUD_micro 3.42 1.21
58 EU-DJ-UTIL 3.45 1.00
174 TWD 3.49 2.14
186 US-UTILS 3.50 0.76
194 USIRS10 3.52 1.89
18 BUXL 3.56 0.73
180 US-INDUSTRY 3.59 0.92
148 R1000 3.66 0.97
62 EU-INSURE 3.75 1.31
131 MSCISING 3.76 1.24
161 SMI 3.78 1.55
70 EU-UTILS 3.85 1.06
61 EU-HOUSE 3.85 1.10
160 SILVER 3.89 0.62
76 EURO600 3.99 1.41
153 RUSSELL 4.11 0.87
154 RUSSELL_mini 4.12 0.88
0 AEX 4.12 1.33
78 EUROSTX-LARGE 4.22 1.33
190 US20 4.27 1.73
1 AEX_mini 4.34 1.39
192 US30 4.42 1.29
168 SP400 4.44 1.03
155 SEK 4.52 1.71
49 EU-AUTO 4.81 1.03
178 US-FINANCE 4.82 1.15
26 CHF_micro 4.88 2.49
169 SP500 4.90 1.11
24 CHF 4.90 2.51
170 SP500_micro 4.91 1.11
64 EU-MID 4.99 1.39
77 EUROSTX 5.02 1.57
132 MSCIWORLD 5.12 1.44
23 CHEESE 5.14 1.27
146 PLAT 5.16 0.98
127 MILK 5.17 1.25
103 GOLD-mini 5.30 1.90
102 GOLD 5.38 1.90
104 GOLD_micro 5.39 1.90
52 EU-CHEM 5.57 1.61
2 ALUMINIUM 5.58 0.97
121 KRWUSD 5.67 3.52
40 DAX 5.67 1.75
114 JPY 5.73 2.94
115 JPY_mini 5.76 2.96
116 KOSDAQ 5.84 1.06
41 DJSTX-SMALL 5.89 1.57
79 EUROSTX-SMALL 5.91 1.65
117 KOSPI 5.92 1.78
86 FTSECHINAH 5.97 0.72
130 MSCIASIA 6.11 1.46
172 SWISSLEAD 6.21 2.02
176 US-DISCRETE 6.29 1.06
183 US-REALESTATE 6.53 1.36
181 US-MATERIAL 6.95 1.48
122 KRWUSD_mini 7.16 4.03
182 US-PROPERTY 7.19 1.45
145 PALLAD 7.21 0.90
45 EPRA-EUROPE 7.29 1.17
88 FTSETAIWAN 7.34 2.30
135 NASDAQ 7.70 1.32
136 NASDAQ_micro 7.74 1.33
162 SMI-MID 7.93 2.20
53 EU-CONSTRUCTION 8.14 1.93
185 US-TECH 8.20 1.41
32 COPPER-mini 8.41 1.54
66 EU-REALESTATE 8.70 1.37
30 COPPER 8.83 1.54
31 COPPER-micro 8.89 1.56
67 EU-RETAIL 9.17 1.66
108 IRON 9.49 1.17
68 EU-TECH 11.80 2.31
56 EU-DJ-TECH 12.00 2.29
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
8 BITCOIN -22.10 -2.57
48 ETHEREUM -25.16 -2.13
47 ETHER-micro -23.73 -2.09
157 SGD_mini -2.24 -1.99
156 SGD -2.00 -1.85
74 EURCHF -1.54 -1.33
12 BRE -4.24 -1.29
99 GBPJPY -3.09 -1.21
101 GICS -3.70 -1.18
205 YENEUR -2.23 -1.17
90 GAS-LAST -13.52 -1.07
95 GAS_US_mini -11.12 -0.93
4 AUDJPY -1.87 -0.92
65 EU-OIL -3.54 -0.91
89 FTSEVIET -4.74 -0.91
87 FTSEINDO -1.80 -0.86
34 CORN_mini -2.71 -0.83
94 GAS_US -10.25 -0.81
33 CORN -2.52 -0.75
124 LIVECOW -1.02 -0.74
25 CHFJPY -1.12 -0.66
105 HEATOIL -3.87 -0.63
11 BOVESPA -2.41 -0.62
91 GAS-PEN -8.71 -0.62
38 CRUDE_W_mini -3.80 -0.57
37 CRUDE_W_micro -3.39 -0.51
202 WHEAT -2.63 -0.48
93 GASOILINE_micro -3.23 -0.46
203 WHEAT_mini -3.33 -0.45
13 BRENT-LAST -2.70 -0.45
36 CRUDE_W -2.64 -0.43
198 V2X -2.32 -0.43
97 GBPCHF -0.73 -0.35
55 EU-DJ-OIL -1.34 -0.35
7 BBCOMM -1.24 -0.34
166 SOYMEAL -1.41 -0.33
29 CNH-onshore -0.49 -0.33
125 LUMBER -3.19 -0.32
92 GASOILINE -1.75 -0.28
72 EURAUD -0.46 -0.26
84 FEEDCOW -0.49 -0.25
149 REDWHEAT -1.55 -0.25
126 LUMBER-new -1.70 -0.19
123 LEANHOG -0.79 -0.18
35 COTTON -1.27 -0.15
134 MXP -0.18 -0.12
164 SOYBEAN -0.29 -0.10
165 SOYBEAN_mini -0.21 -0.06
138 NIKKEI -0.02 -0.01
46 ETHANOL 0.00 0.00
204 WHEY 0.00 0.00
201 VNKI 0.23 0.04
50 EU-BANKS 0.16 0.04
158 SGX 0.13 0.05
143 OATIES 0.39 0.05
177 US-ENERGY 0.29 0.06
173 TOPIX 0.22 0.08
171 STEEL 0.72 0.11
167 SOYOIL 0.72 0.16
139 NIKKEI400 0.43 0.16
60 EU-HEALTH 0.45 0.18
179 US-HEALTH 0.63 0.20
57 EU-DJ-TELECOM 0.63 0.21
133 MUMMY 1.10 0.25
28 CNH 0.40 0.25
200 VIX_mini 1.47 0.25
17 BUTTER 1.29 0.29
150 RICE 0.94 0.32
159 SHATZ 0.13 0.33
98 GBPEUR 0.54 0.34
69 EU-TRAVEL 1.59 0.35
129 MILKWET 1.12 0.35
85 FTSECHINAA 1.89 0.36
137 NIFTY 0.98 0.38
106 HOUSE-US 0.14 0.43
199 VIX 2.23 0.44
184 US-STAPLES 1.39 0.45
152 RUR 2.85 0.47
113 JP-REALESTATE 1.44 0.51
118 KOSPI_mini 1.81 0.54
10 BONO 1.41 0.59
54 EU-DIV30 1.68 0.59
15 BTP3 0.43 0.60
51 EU-BASIC 3.08 0.61
22 CH10 1.05 0.62
160 SILVER 3.89 0.62
9 BOBL 0.72 0.65
151 RUBBER 2.79 0.67
86 FTSECHINAH 5.97 0.72
18 BUXL 3.56 0.73
27 CLP 2.85 0.74
128 MILKDRY 2.18 0.76
186 US-UTILS 3.50 0.76
43 DOW_mini 2.65 0.77
42 DOW 2.66 0.77
59 EU-FOOD 2.05 0.78
144 OMX 2.35 0.80
142 OAT 1.69 0.80
14 BTP 2.37 0.84
16 BUND 1.69 0.85
153 RUSSELL 4.11 0.87
140 NOK 2.75 0.87
154 RUSSELL_mini 4.12 0.88
145 PALLAD 7.21 0.90
63 EU-MEDIA 2.88 0.90
83 FED 0.23 0.90
73 EURCAD 1.30 0.91
180 US-INDUSTRY 3.59 0.92
100 GBP_micro 2.73 0.93
96 GBP 2.76 0.94
148 R1000 3.66 0.97
2 ALUMINIUM 5.58 0.97
146 PLAT 5.16 0.98
111 JGB-SGX-mini 0.45 0.99
58 EU-DJ-UTIL 3.45 1.00
21 CAD_micro 1.77 1.00
20 CAD 1.79 1.01
19 CAC 3.27 1.01
49 EU-AUTO 4.81 1.03
168 SP400 4.44 1.03
6 BB3M 0.23 1.04
80 EUROSTX200-LARGE 2.79 1.05
70 EU-UTILS 3.85 1.06
176 US-DISCRETE 6.29 1.06
116 KOSDAQ 5.84 1.06
112 JGB-mini 0.46 1.08
61 EU-HOUSE 3.85 1.10
169 SP500 4.90 1.11
170 SP500_micro 4.91 1.11
178 US-FINANCE 4.82 1.15
141 NZD 3.12 1.15
45 EPRA-EUROPE 7.29 1.17
108 IRON 9.49 1.17
3 AUD 3.42 1.21
5 AUD_micro 3.42 1.21
147 PLN 3.27 1.23
75 EURIBOR 0.35 1.24
131 MSCISING 3.76 1.24
175 TWD-mini 1.47 1.24
127 MILK 5.17 1.25
23 CHEESE 5.14 1.27
120 KR3 1.03 1.28
192 US30 4.42 1.29
62 EU-INSURE 3.75 1.31
39 CZK 2.57 1.31
135 NASDAQ 7.70 1.32
195 USIRS2ERIS 0.81 1.33
136 NASDAQ_micro 7.74 1.33
0 AEX 4.12 1.33
78 EUROSTX-LARGE 4.22 1.33
183 US-REALESTATE 6.53 1.36
66 EU-REALESTATE 8.70 1.37
64 EU-MID 4.99 1.39
1 AEX_mini 4.34 1.39
76 EURO600 3.99 1.41
185 US-TECH 8.20 1.41
119 KR10 2.85 1.42
132 MSCIWORLD 5.12 1.44
182 US-PROPERTY 7.19 1.45
130 MSCIASIA 6.11 1.46
181 US-MATERIAL 6.95 1.48
71 EUR 3.29 1.53
30 COPPER 8.83 1.54
32 COPPER-mini 8.41 1.54
81 EUR_micro 3.32 1.54
82 EUR_mini 3.33 1.55
161 SMI 3.78 1.55
31 COPPER-micro 8.89 1.56
188 US10U 2.92 1.56
41 DJSTX-SMALL 5.89 1.57
77 EUROSTX 5.02 1.57
107 INR 1.73 1.59
52 EU-CHEM 5.57 1.61
79 EUROSTX-SMALL 5.91 1.65
67 EU-RETAIL 9.17 1.66
110 JGB 0.72 1.69
189 US2 0.72 1.70
187 US10 2.42 1.70
155 SEK 4.52 1.71
190 US20 4.27 1.73
40 DAX 5.67 1.75
117 KOSPI 5.92 1.78
193 US5 1.81 1.80
109 IRS 3.31 1.82
191 US3 1.23 1.87
194 USIRS10 3.52 1.89
102 GOLD 5.38 1.90
103 GOLD-mini 5.30 1.90
104 GOLD_micro 5.39 1.90
53 EU-CONSTRUCTION 8.14 1.93
196 USIRS5 2.11 2.01
172 SWISSLEAD 6.21 2.02
197 USIRS5ERIS 2.12 2.05
44 EDOLLAR 0.54 2.09
174 TWD 3.49 2.14
163 SOFR 0.57 2.16
162 SMI-MID 7.93 2.20
56 EU-DJ-TECH 12.00 2.29
88 FTSETAIWAN 7.34 2.30
68 EU-TECH 11.80 2.31
26 CHF_micro 4.88 2.49
24 CHF 4.90 2.51
114 JPY 5.73 2.94
115 JPY_mini 5.76 2.96
121 KRWUSD 5.67 3.52
122 KRWUSD_mini 7.16 4.03
==================================================
Market moves for period 1M, sort by name (1M/name)
==================================================
name change vol_adjusted
0 AEX 11.54 1.48
1 AEX_mini 11.92 1.47
2 ALUMINIUM 7.85 0.69
3 AUD 7.95 1.55
4 AUDJPY 1.20 0.27
5 AUD_micro 7.96 1.55
6 BB3M 0.08 0.18
7 BBCOMM 2.65 0.33
8 BITCOIN -15.73 -0.68
9 BOBL 0.47 0.20
10 BONO 2.90 0.59
11 BOVESPA -0.30 -0.04
12 BRE 0.24 0.04
13 BRENT-LAST 6.16 0.41
14 BTP 5.60 0.93
15 BTP3 0.97 0.61
16 BUND 1.97 0.46
17 BUTTER -0.10 -0.01
18 BUXL 7.23 0.67
19 CAC 11.58 1.51
20 CAD 4.80 1.38
21 CAD_micro 4.78 1.38
22 CH10 2.08 0.49
23 CHEESE 8.09 0.94
24 CHF 6.57 1.74
25 CHFJPY -0.75 -0.21
26 CHF_micro 6.54 1.74
27 CLP 8.13 0.82
28 CNH 0.54 0.21
29 CNH-onshore -1.59 -0.77
30 COPPER 15.05 1.56
31 COPPER-micro 15.23 1.57
32 COPPER-mini 14.47 1.49
33 CORN -4.49 -0.56
34 CORN_mini -4.78 -0.61
35 COTTON 3.88 0.20
36 CRUDE_W 5.65 0.34
37 CRUDE_W_micro 5.03 0.30
38 CRUDE_W_mini 4.67 0.28
39 CZK 7.44 1.66
40 DAX 14.68 1.81
41 DJSTX-SMALL 15.13 1.66
42 DOW 13.45 1.68
43 DOW_mini 13.46 1.68
44 EDOLLAR 0.42 0.71
45 EPRA-EUROPE 18.18 1.31
46 ETHANOL 0.00 0.00
47 ETHER-micro -5.38 -0.17
48 ETHEREUM -7.91 -0.23
49 EU-AUTO 14.84 1.26
50 EU-BANKS 12.62 1.19
51 EU-BASIC 11.53 1.05
52 EU-CHEM 14.19 1.63
53 EU-CONSTRUCTION 17.21 1.72
54 EU-DIV30 10.54 1.50
55 EU-DJ-OIL 11.08 1.06
56 EU-DJ-TECH 23.55 1.79
57 EU-DJ-TELECOM 7.51 1.18
58 EU-DJ-UTIL 12.01 1.51
59 EU-FOOD 2.78 0.52
60 EU-HEALTH 3.87 0.68
61 EU-HOUSE 7.39 1.05
62 EU-INSURE 12.08 1.58
63 EU-MEDIA 7.79 1.07
64 EU-MID 13.65 1.56
65 EU-OIL 7.57 0.73
66 EU-REALESTATE 19.94 1.38
67 EU-RETAIL 19.94 1.52
68 EU-TECH 22.62 1.81
69 EU-TRAVEL 13.20 1.12
70 EU-UTILS 12.27 1.46