Relative Rotation Graphs

by May 11, 2017

The relative performance of securities has become one of the most-watched metrics in the finance industry. Most Portfolio Managers are judged by their performance against the fund’s benchmark (usually an index like the S&P 500). It can be incredibly hard to measure and rank a whole portfolio of securities against a benchmark, but that is exactly what Relative Rotation Graphs (RRGs) can do.

Introduced into Optuma a few years ago they have since become an integral part of many people’s workflow—from individual trader portfolios through to research analysts working in top Wall Street firms.


Submit a Comment

Your email address will not be published. Required fields are marked *

Pin It on Pinterest

Share This

By continuing to use the site, you agree to the use of cookies. more information

The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.