tac-exp-dev/book/data/evidence/q19-vr/VR_stats.csv

1	symbol	n_days	VR_5d	z_5d	p_5d	VR_10d	z_10d	p_10d	VR_20d	z_20d	p_20d
2	AGG	2924	0.9097	-2.34	0.0194	0.8609	-2.4	0.0163	0.8397	-1.91	0.0567
3	ARKK	2924	0.9864	-0.34	0.7357	0.9354	-1.07	0.284	0.9442	-0.63	0.532
4	BIL	2658	0.7672	-6.26	0.0	0.5346	-9.73	0.0	0.1342	-24.56	0.0
5	BND	2924	0.8574	-3.8	0.0001	0.8383	-2.83	0.0047	0.8216	-2.14	0.0322
6	DBA	2921	1.055	1.32	0.1868	0.9978	-0.04	0.9715	0.9522	-0.53	0.5945
7	DBC	2923	1.021	0.51	0.6078	1.0126	0.2	0.8414	1.0324	0.35	0.7294
8	DIA	2924	0.8656	-3.57	0.0004	0.8399	-2.8	0.0051	0.8225	-2.13	0.0329
9	EEM	2924	0.8788	-3.19	0.0014	0.8293	-3.01	0.0027	0.7882	-2.6	0.0093
10	EFA	2924	0.9588	-1.04	0.2987	0.9409	-0.98	0.329	0.8853	-1.33	0.1838
11	EMB	2924	1.056	1.35	0.1785	1.0907	1.39	0.164	1.1128	1.17	0.2435
12	ESPO	1958	0.6191	-9.78	0.0	0.5412	-8.12	0.0	0.5161	-5.96	0.0
13	EWA	2672	0.8081	-5.02	0.0	0.814	-3.13	0.0017	0.8024	-2.28	0.0226
14	EWG	2672	1.0308	0.72	0.4744	1.0339	0.51	0.6103	1.0125	0.13	0.8972
15	EWJ	2672	0.9185	-2.0	0.0451	0.8644	-2.23	0.0258	0.7457	-3.05	0.0023
16	EWU	2672	0.9757	-0.58	0.5624	0.9338	-1.05	0.2954	0.8919	-1.19	0.2352
17	EWY	2672	0.8729	-3.21	0.0013	0.8266	-2.92	0.0035	0.8406	-1.8	0.0711
18	EWZ	2672	0.8651	-3.42	0.0006	0.8822	-1.92	0.0548	0.9524	-0.51	0.6115
19	FDN	2923	0.9523	-1.21	0.2275	0.8836	-1.98	0.0473	0.8566	-1.69	0.0916
20	FXI	2672	0.8852	-2.87	0.004	0.8312	-2.82	0.0047	0.7516	-2.96	0.003
21	GDX	2672	0.9159	-2.07	0.0384	0.8388	-2.69	0.0071	0.8019	-2.28	0.0226
22	GLD	2924	0.9712	-0.72	0.4704	0.9144	-1.43	0.152	0.8802	-1.37	0.1695
23	HYG	2924	1.0529	1.27	0.2031	0.9766	-0.38	0.7043	0.9166	-0.95	0.3418
24	IBB	2924	0.9412	-1.49	0.1359	0.8999	-1.68	0.0921	0.7981	-2.44	0.0146
25	ICLN	2924	1.0298	0.73	0.4682	1.0343	0.54	0.5891	1.1145	1.18	0.2369
26	IEF	2924	0.8899	-2.88	0.004	0.8662	-2.3	0.0215	0.8838	-1.34	0.18
27	IGV	2924	0.9889	-0.28	0.7822	0.9954	-0.07	0.9415	0.9952	-0.05	0.9582
28	INDA	2672	0.7818	-5.82	0.0	0.7803	-3.81	0.0001	0.816	-2.12	0.0343
29	ITA	2908	0.9747	-0.63	0.528	0.9891	-0.18	0.8606	0.9957	-0.05	0.9626
30	ITB	2672	1.0153	0.36	0.7198	0.9751	-0.39	0.6999	1.002	0.02	0.9837
31	IWM	2924	0.9602	-1.0	0.3163	0.9483	-0.85	0.3949	0.9469	-0.6	0.5518
32	IWV	2665	0.808	-5.03	0.0	0.7791	-3.82	0.0001	0.7672	-2.75	0.006
33	JNK	2924	1.1001	2.36	0.0184	1.0612	0.95	0.341	1.0189	0.2	0.8382
34	KRE	2672	0.9209	-1.94	0.0518	0.9524	-0.75	0.4555	0.9833	-0.18	0.861
35	KWEB	2672	0.9051	-2.35	0.0186	0.8517	-2.46	0.0139	0.8147	-2.14	0.0326
36	LQD	2924	1.0826	1.96	0.0499	1.037	0.58	0.5606	0.9921	-0.09	0.9312
37	MDY	2924	0.9161	-2.17	0.0304	0.8976	-1.73	0.0832	0.8979	-1.18	0.24
38	QQQ	2924	0.8369	-4.4	0.0	0.7887	-3.81	0.0001	0.7654	-2.92	0.0035
39	REM	2920	1.2256	5.03	0.0	1.2122	3.09	0.002	1.3822	3.54	0.0004
40	SHY	2924	0.8209	-4.88	0.0	0.7856	-3.87	0.0001	0.7764	-2.76	0.0058
41	SLV	2924	1.0275	0.67	0.5034	0.9628	-0.61	0.544	0.9051	-1.08	0.2794
42	SMH	2924	0.8999	-2.6	0.0092	0.8786	-2.08	0.0379	0.8669	-1.56	0.1191
43	SOXX	2924	0.9364	-1.62	0.105	0.933	-1.11	0.266	0.9293	-0.8	0.4238
44	SPY	2491	0.9373	-1.48	0.1401	0.8716	-2.03	0.0419	0.7884	-2.4	0.0165
45	TAN	2924	1.0551	1.32	0.1856	1.0388	0.61	0.5414	1.035	0.38	0.7075
46	TIP	2672	0.9749	-0.6	0.5489	0.9029	-1.57	0.1173	0.7982	-2.36	0.0185
47	TLT	2924	0.8357	-4.43	0.0	0.7992	-3.59	0.0003	0.7999	-2.43	0.0153
48	UNG	2924	0.9046	-2.48	0.0133	0.8158	-3.27	0.0011	0.7691	-2.87	0.0041
49	USO	2858	0.3304	-28.43	0.0	0.2495	-23.78	0.0	0.2036	-18.98	0.0
50	VEA	2924	0.9586	-1.04	0.2966	0.9471	-0.87	0.3833	0.9091	-1.04	0.299
51	VNQ	2672	0.9886	-0.27	0.7861	0.9616	-0.6	0.5489	0.9241	-0.82	0.4107
52	VOO	2924	0.8533	-3.92	0.0001	0.8196	-3.19	0.0014	0.8044	-2.38	0.0175
53	VT	2924	0.8973	-2.68	0.0074	0.8755	-2.13	0.033	0.853	-1.73	0.0828
54	VTI	2924	0.8758	-3.28	0.001	0.8448	-2.71	0.0068	0.8333	-1.99	0.0466
55	VWO	2924	0.8939	-2.77	0.0056	0.8628	-2.37	0.0179	0.8211	-2.15	0.0314
56	XAR	2872	1.0054	0.13	0.895	0.9676	-0.52	0.6008	0.9755	-0.27	0.7891
57	XBI	2924	0.9248	-1.93	0.0538	0.8984	-1.72	0.0861	0.8613	-1.62	0.1043
58	XHB	2672	1.0099	0.23	0.8166	0.9724	-0.43	0.6689	0.9967	-0.03	0.9729
59	XLB	2924	0.9752	-0.62	0.536	0.9536	-0.76	0.4466	0.9725	-0.3	0.7606
60	XLC	2053	0.839	-3.64	0.0003	0.7846	-3.27	0.0011	0.7814	-2.26	0.0237
61	XLE	2924	0.9831	-0.42	0.674	1.0235	0.37	0.7098	1.0652	0.69	0.4916
62	XLF	2924	0.9032	-2.51	0.012	0.904	-1.62	0.106	0.9029	-1.11	0.2658
63	XLI	2924	0.9322	-1.73	0.0832	0.9285	-1.19	0.2346	0.9444	-0.62	0.5326
64	XLK	2924	0.8964	-2.7	0.0069	0.9027	-1.64	0.1007	0.9224	-0.88	0.3783
65	XLP	2924	0.8261	-4.72	0.0	0.783	-3.93	0.0001	0.7475	-3.18	0.0015
66	XLRE	2731	0.9439	-1.38	0.1683	0.9153	-1.37	0.17	0.8546	-1.66	0.0973
67	XLU	2924	1.0033	0.08	0.9347	1.0101	0.16	0.8725	1.0192	0.21	0.8352
68	XLV	2924	0.888	-2.92	0.0034	0.8251	-3.08	0.0021	0.7321	-3.39	0.0007
69	XLY	2924	0.9771	-0.57	0.5666	0.9599	-0.66	0.5119	0.9994	-0.01	0.9947
70	XME	2672	0.9908	-0.22	0.828	0.9907	-0.14	0.8873	1.041	0.41	0.6787
71	XOP	2221	0.8552	-3.37	0.0008	0.8266	-2.66	0.0079	0.7578	-2.63	0.0085
72	XRT	2672	0.914	-2.12	0.0338	0.8823	-1.92	0.0552	0.9414	-0.63	0.5299