Appendix
The following are the symbols and the names of the Exchange Traded Funds which are used in the correlation analysis and heat map outputs which are discussed in Chapter 9.
AGG | iShares Lehman Aggregate Bond ETF |
BKF | iShares MSCI BRIC Index |
DBA | PowerShares DB Agriculture |
DBB | PowerShares DB Base Metals |
DBC | PowerShares DB Commodity Idx Trking Fund |
EEM | iShares MSCI Emerging Markets Index |
EPP | iShares MSCI Pacific excl Japan |
EWA | iShares MSCI Australia Index |
EWG | iShares MSCI Germany Index |
EWI | iShares MSCI Italy Index |
EWJ | iShares MSCI-Japan |
EWP | iShares MSCI Spain Index |
EWU | iShares MSCI United Kingdom Index |
EWZ | iShares MSCI Brazil Index |
EZA | iShares MSCI South Africa Index |
FEZ | DJ Euro STOXX 50 ETF |
FXI | iShares FTSE-Xinhua China 25 Index |
GLD | streetTRACKS Gold Trust |
HYG | iShares High Yield Corporate Bond |
IAI | iShares Dow Jones US Broker-Dealers |
IEF | iShares Lehman 7-10 Year Treasury |
IGE | iShares S and P GSSI Natural Resources Index Fund |
IPE | SPDR Barclays Capital TIPS |
IWM | iShares Tr Russell 2000 Indx |
IYF | iShares Dow Jones US Financial Sector |
IYH | iShares Dow Jones US Healthcare |
IYR | iShares Dow Jones US Real Estate |
IYT | iShares Dow Jones Transportation Average |
JJC | iPath DJ-AIG Copper Total Return ETN |
KBE | SPDR KBW Banks |
LQD | iShares iBoxx Invest Grade Corp Bond |
MBB | iShares Barclays MBS Bond |
OIL | iPath S and P GSCI Crude Oil TR Index ETN |
PCY | PowerShares Emerging Mkts Sovereign Debt |
QQQ | NASDAQ 100 Trust Series I |
RSX | Major Vectors ... |
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