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Big changes in sector weights

posted 30 Apr 2012, 19:47 by Ronald Bewley
The three monthlies have now been posted under the Market Updates tab. The Wrap is a macro view of various assets; Quant Quarterly is a detailed look at the ASX 200; Wall Street Connections analyses the relationship between the two markets.
We find a significant change in volatility in the ASX 200 which has flow-on implications for sector weights.