The following tables lists the largest company variations between reality and my model,
split by market cap group.
Not exact matches
The «broad
market» in fixed income is typically measured
by the Bloomberg Barclays U.S. Aggregate Index (Bloomberg Barclays Aggregate), which is
market -
cap weighted and has historically had an approximately 90/10
split between interest rate risk and credit risk.
By comparison, the total size of the cryptocurrency
market stands at about $ 161 billion as of this writing — and that
market cap is
split among 1,170 different cryptocurrencies.
The «broad
market» in fixed income is typically measured
by the Bloomberg Barclays U.S. Aggregate Index (Bloomberg Barclays Aggregate), which is
market -
cap weighted and has historically had an approximately 90/10
split between interest rate risk and credit risk.