%run retropy.ipynb
cash_like = ['TFLO', 'SHV', 'BIL']
ultra_short_bonds = ['MINT', 'NEAR', 'FLOT', 'GSY', 'ICSH', 'FLRN'] # , 'FTSM'
all = ultra_short_bonds + cash_like
_all = get(all, source="Y", mode="NTR")
show_aum(*all, cache=True)
MINT: 10,540 M$ NEAR: 4,510 M$ FLOT: 10,920 M$ GSY: 1,420 M$ ICSH: 481 M$ FLRN: 3,920 M$ TFLO: 211 M$ SHV: 15,180 M$ BIL: 3,450 M$
show(_all)
trimmed |start| data from 2007-01-11 [SHV@Y] to 2014-02-04 [TFLO@Y]
icsh = get('ICSH', mode="NTR", source="Y")
near = get('NEAR', mode="NTR", source="Y")
mint = get('MINT', mode="NTR", source="Y")
show(near, mint, icsh)
trimmed |start| data from 2009-11-17 [MINT@Y] to 2013-12-16 [ICSH@Y]
show(near/mint, icsh/mint)
trimmed |start| data from 2013-10-03 [NEAR@Y NTR / MINT@Y NTR] to 2013-12-16 [ICSH@Y NTR / MINT@Y NTR]
show_aum(mint, near, icsh)
MINT: 10,540 M$ NEAR: 4,510 M$ ICSH: 481 M$
rel = [(x / mint) for x in _all]
show(rel)
show_modes_comp(NEAR, MINT)
# cash_like = [TFLO, SHV, BIL]
# ultra_short_bonds = [MINT, NEAR, FLOT, GSY, ICSH, FLRN, FTSM]
# all = ultra_short_bonds + cash_like
# analyze_assets(*all, few=True)
publish()