Interesting, thanks. Many investors have much of their equity investments in ETFs such as SPY for diversification, as they should. Could you allow the user to specify SPY as an investment? Since you have sensitivities for individual stocks, they could be aggregated to create a sensitivity for the S&P 500.
If SPY is allowed as an investment, people could tinker by adding individual stocks to their portfolio to change their exposures. For example, if SPY is negatively affected by oil price rises, add a stock such as XOM to reduce this exposure.
I do plan to add ETFs in the future. Right now my small EC2 instance will probably collapse under calculations for ETFs due to the large number of securities in each ETF, but as I build out more infrastructure and upgrade to a larger EC2 instance I will have this as an option.
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[ 2.4 ms ] story [ 20.5 ms ] threadIf SPY is allowed as an investment, people could tinker by adding individual stocks to their portfolio to change their exposures. For example, if SPY is negatively affected by oil price rises, add a stock such as XOM to reduce this exposure.