Interesting Divergence Data
Posted: Fri Feb 17, 2012 6:34 am
I am curious to know if anyone else finds the following type of data potentially useful (and how?)...
It is a sort of "money flow" graph comparing a CTA's Assets Under Management (AUM) with their actual performance (VAMI)
Below you can see some enormous divergence between these two. I also added an additional dimension to the data I called "velocity"......As the lines thicken and get darker it means that on a percentage basis AUM is rising faster than the VAMI (IE New Investment)...As the lines get thinner and lighter AUM is falling faster than VAMI (Withdrawals)...
Personally I feel I feel there could be some nuggets in here with the right application.....Just thought I'd toss it out for feedback if anyone cares to share...
thanks...
It is a sort of "money flow" graph comparing a CTA's Assets Under Management (AUM) with their actual performance (VAMI)
Below you can see some enormous divergence between these two. I also added an additional dimension to the data I called "velocity"......As the lines thicken and get darker it means that on a percentage basis AUM is rising faster than the VAMI (IE New Investment)...As the lines get thinner and lighter AUM is falling faster than VAMI (Withdrawals)...
Personally I feel I feel there could be some nuggets in here with the right application.....Just thought I'd toss it out for feedback if anyone cares to share...
thanks...