Repository Public Research preview
1The 49 stocks are AAPL, MSFT, AMZN, GOOG, GOOGL, TSLA, NVDA, META, JPM, BAC, WFC, GS, JNJ, UNH, PFE, XOM, CVX, HD, PG, KO, DIS, NFLX, INTC, AMD, CRM, COST, ABBV, MRK, TMO, ABT, V, MA, BRK\_B, LLY, AVGO, ADBE, CSCO, PEP, WMT, MCD, TXN, QCOM, LOW, UPS, CAT, GE, BA, RTX, HON, LMT. The 17 ETFs are SPY, QQQ, IWM, DIA, TLT, GLD, XLF, XLE, XLK, XLV, XLI, XLP, XLU, XLB, XLC, XLRE, XLY. The three indices are SPX, NDX, RUT. The 30 constituents used for the implied-correlation index (RQ3) are AAPL, MSFT, AMZN, GOOG, GOOGL, TSLA, NVDA, META, JPM, BAC, WFC, GS, JNJ, UNH, PFE, XOM, CVX, HD, PG, KO, DIS, NFLX, INTC, AMD, CRM, V, MA, LLY, AVGO, ADBE; the ten underlyings of the Greeks and price-magnet analyses (RQ4) are AAPL, MSFT, AMZN, GOOG, TSLA, NVDA, META, JPM, SPY, QQQ. Lists are taken from \texttt{src/wp7/config.py}; BRK\_B denotes Berkshire Hathaway class B.2