Saturday, July 6, 2013

Metals Basket: Value of $1 through time

Playing around a bit more with the daily metals data from Quandl. Does molybdenum move with the crowd?

Investing in any of these metals, at best, gives you your buck back. Molybdenum looks like it plays by its own rules and has had a period of less volatility than others in the metals basket, although the graph is a bit noisy. One part of the heteroskedastic, anyway.

Next, try to find long term data (back to early 2000's, or even 90's) of other metals to match with my set of monthly molybdenum returns from '93 to 2013 to incorporate both volatile (94ish, 2004-10) and stationary periods.

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