spb/wp6_uqo

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Raw Blame History

1Construction,T,TSI,NET_ES,NET_NQ,NET_VIX,NET_BTC,NET_USDJPY2"Original: calendar days, forward-filled, RV levels",3651,55.44,26.80,19.72,-23.37,1.23,-5.033"Trading days, RV levels",2514,50.04,41.61,29.84,-23.36,1.62,-8.014"Trading days, log RV (revised baseline)",2514,54.75,35.95,25.58,-20.55,1.72,-5.225