ETF Rewind - Features & Benefits

ETF Rewind is designed to provide Market Rewind readers with a comprehensive, yet compact view of the ETF Universe, delivered nightly in Microsoft Excel format. Whether you are a trader or investor in stocks or ETFs, this deep resource will provide you with an insightful edge towards prospecting, trade and portfolio management.

There are certainly hundreds of ETF subscription services out there. Here are some reasons why you should invest in this one:

Market Commentary - A concise summary of market moving news for the day and commentary for the day ahead.

Swing Signals - Swing trading signal ideas and a daily bias for the next market day are provided each night. Swing signals in 2008 were 62% accurate and would have nearly doubled the invested amount. Daily bias signals are less accurate, but provided similar results, and are terrific for range trading (please see footnote notices).

Portfolio Ideas - Educational model portfolios are tracked and updated regularly for semi-active and aggressive investors alike.

Sentiment Spreads - Real-time intra-day sentiment indicators based on key inter-market spreads.

Key Statistics - Key daily statistics are provided for nearly 200 major ETFs, as follows:
  1. Closing Prices & Percentage Changes
  2. Proprietary ETFRank Scores
  3. Relative Strength Index & Varadi Index (Bounded & Unbounded)
  4. Travel Range
  5. Pattern Analysis
  6. Trend Analysis
  7. Relative Performance
  8. Volatility Statistics
  9. Risk-Reward Statistics
  10. Volume Analyses
  11. Daily Floor Pivots
  12. Comparative Charting
  13. Deep Links to Additional Web Research & Live Charts
Pairs Analysis - Rolling correlations and ratios can be tracked to reduce portfolio risk and assess long-short pair opportunities.

Correlation Matrices - Input your own portfolio to reduce exposure overlap and more easily scan for pairs candidates.

Portfolio Optimization - Use Modern Portfolio Theory to optimize the weightings of up to ten stocks through either Sharpe maximization or Covariance minimization.

Exposure Hedging - More effectively hedge your individual stock holdings based on their true aggregate factor exposure according to Asset Class or Industry Group.

All in all, some 60+ data points are provided across 1, 5, 20, 60, 125 and 250 day periods, including some fairly esoteric, but important statistics such as the Hurst Exponent, Correlation Coefficients, Augmented Dickey-Fuller Cointegration tests, Beta, Historic Volatility, and Sharpe, Sortino and Omega ratios (fewer for the weekly version). New to quantitative trading? My personal notes will walk you through it.

Broad Asset Classes - Twelve major asset classes are tracked to give you the broadest possible perspective of the market, including:
  1. Major Index
  2. Capitalization & Style
  3. Major Sector
  4. Subsector
  5. Country-Asia
  6. Country-Americas
  7. Country-Europe
  8. Country-Other
  9. Currencies
  10. Bonds
  11. Commodities
  12. Alternative-Other
I know of no where else where you can see what is working and what is not at a glance across so many asset classes. In addition, annual subscribers will receive code to the Tradestation charts I post daily. If you are an active, do-it-yourself investor who believes there may be a better route than buying and holding the S&P 500, this is for you. Feel free to e-mail me with any questions whatsoever at etf.rewind @ gmail.com (please remove spaces).

Best regards,
Jeff Pietsch