%run retropy.ipynb
cash_like = ['TFLO', 'SHV', 'BIL']
ultra_short_bonds = ['MINT', 'NEAR', 'FLOT', 'GSY', 'ICSH', 'FLRN', 'VCSH'] # , 'FTSM'
all = ultra_short_bonds + cash_like
_all = get(all, source="Y", mode="NTR")
Fetching MINT@Y from Y .. DONE Fetching NEAR@Y from Y .. DONE Fetching FLOT@Y from Y .. DONE Fetching GSY@Y from Y .. DONE Fetching ICSH@Y from Y .. DONE Fetching FLRN@Y from Y .. DONE Fetching VCSH@Y from Y .. DONE Fetching TFLO@Y from Y .. DONE Fetching SHV@Y from Y .. DONE Fetching BIL@Y from Y .. DONE
show_aum(*all, cache=True)
Fetching MINT@FF from FF .. DONE MINT: 10,540 M$ Fetching NEAR@FF from FF .. DONE NEAR: 4,510 M$ Fetching FLOT@FF from FF .. DONE FLOT: 10,920 M$ Fetching GSY@FF from FF .. DONE GSY: 1,420 M$ Fetching ICSH@FF from FF .. DONE ICSH: 481 M$ Fetching FLRN@FF from FF .. DONE FLRN: 3,920 M$ Fetching VCSH@FF from FF .. DONE VCSH: 21,340 M$ Fetching TFLO@FF from FF .. DONE TFLO: 211 M$ Fetching SHV@FF from FF .. DONE SHV: 15,180 M$ Fetching BIL@FF from FF .. DONE 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")
gsy = get('GSY', mode="NTR", source="Y")
main = ["ICSH", "NEAR", "MINT", "GSY"]
main = get(main, mode="NTR", source="Y")
show(main)
show([x/mint for x in main])
trimmed |start| data from 2009-11-17 [MINT@Y NTR / MINT@Y NTR, GSY@Y NTR / MINT@Y NTR] to 2013-12-16 [ICSH@Y NTR / MINT@Y NTR]
show_aum(*main)
ICSH: 481 M$ NEAR: 4,510 M$ MINT: 10,540 M$ GSY: 1,420 M$
show([get_yield_live(x, "normal") for x in main], log=False)
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()