Introduction to Kurtosis

Happy 2018 and welcome to our first reproducible finance post of the year! What better way to ring in a new beginning than pondering/calculating/visualizing returns distributions. We ended 2017 by tackling skewness, and we will begin 2018 by tackling kurtosis. Advertisements

The Equities For Rising Rates ETF

We are currently in a period of rising rates; how can you position your portfolio to take advantage of rising rates? ProShares manages an index-based ETF called the Equities For Rising Rates ETF (EQRR) which targets sectors that have the highest correlation to 10Y Treasury yields.