Relative Rotation Graphs
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.
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