The Rise of Robo-advisors: A Quantitative Analysis of Digital Portfolio Strategies

 

The word document below covers details of 4 Robo-Advisors (Wealthfront, Betterment, WestBanyan, and SigFig), their constituent ETFs and data analysis/visualization across multiple variables including outstanding shares (arbitrage by Authorized particpants), ETF & underlying prices, bid/ask spreads and short interest.

Data Analysis – Robo-Advisors

 

The excel spreadsheet below entails corresponsing ETFs data and workings for the report above.

Workings – Robo ETFs Analysis

 

The below jupyter notebook contains interactive cells with python code across multiple ETF variables covered in the data analysis report above. Being a heavy file (approx. 125MB), this needs to be downloaded from the embedded link first to view.

Python Jupyter Notebook – Robo-Advisor ETFs Data Analysis

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For any further information, please contact scher@essex.ac.uk