Just spent the night reading your RRG Weights whitepaper. Very well written and interesting research. Have you talked to JdK to add "Force" to the table when looking at members of an ETF/Sector?
No, we never did add that in. I've always seen the force value as something that is interesting but I have never done any quant testing on it to see if it adds value for rebalancing a portfolio. It may need some further research.
Just spent the night reading your RRG Weights whitepaper. Very well written and interesting research. Have you talked to JdK to add "Force" to the table when looking at members of an ETF/Sector?
No, we never did add that in. I've always seen the force value as something that is interesting but I have never done any quant testing on it to see if it adds value for rebalancing a portfolio. It may need some further research.
poor audio