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American Capital Agency Corp. Message Board

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  • okiedivot okiedivot May 5, 2011 8:26 AM Flag

    Option opportunities


    Great point on using metrics for multiple purposes. I occasionally use correlation factor within sectors. Last month found that while IVR was .86 correlated to AGNC (no surprise) HTS was only .64 correlated. Doesnt affect the portfolio correlation much, just interesting.

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