Relative Rotation Graphs (RRG)

A Relative Rotation Graph (RRG), developed by Julius de Kempenaer after many years of research, is a complete top-down analysis technique. RRG will help you look at the relative performance of a Security, Index or even an Asset Class and determine how it is performing relative to the benchmark.

Market-Analyst also allows you to run (RRGs) on intraday time-frames down to 1-minute intervals. This is a fantastic way to monitor the relative movements of the securities in your universe during the day and see them updating in real-time.

Are you a Portfolio Manager, Treasury Trader, Forex Trader, Pairs Trader, Prop Trader, Analyst or Strategist? Relative Rotation Graphs can show you what is happening, what the relative trends are and where the opportunities lay.

RRG™ Research

Portfolio Managers

Can use this unique visualisation to help you correctly see not only market leaders but also under-performers which are turning into the next big thing. Also see over-performers which are starting to deteriorate before they drop from your overweight list.

Treasury Traders

See opportunities and risk in the yield curve shape.

Pairs Traders

(RRGs) enable you to pinpoint potential (new) out performers and potential (new) under performers within a large universe quickly in a very visual way and then take the combination to any of your regular analysis techniques. Huge time saver!

Prop Traders

Use (RRGs) as a radar screen to visually scan (relative) developments of your universe, spot new trading opportunities in the time frame of your choice in their early stages or get alerted when it is time to say goodbye to an existing position.

Analysts and Strategists

Can see the early stages of changes in asset rotation, out of favour markets to follow, sector rotation, best likely individual equity performer within a favoured sector.

Forex Traders (Coming Soon)

You will be able to visualize the relative rotation of a universe of currencies against the base currency of your choice, this will enable you to spot general strength or weakness of currencies against the majors but will also alert to trading opportunities in less popular and more difficult to spot crosses.
RRG<sub>™</sub> Chart

RRG in Motion

(click image to watch)

RRG in Market Analyst

Market Analyst has teamed with RRG Ltd. to take the RRG concept and produce an incredible implementation that allows you to easily create RRGs from Watchlists, Symbol Lists, even Market Scan Results. The best part is that in Market Analyst you can move back and forth through history seeing not only where a security is today but where it has come from and what it has done in the past. At Market Analyst we are really excited to add in RRG since we are always looking for unique ways that we can develop allowing traders and analysts to have a completely different view of the market. RRG is quite simply one of the very best charting methods we have seen for those that need to know relative strength of a basket of securities.
P Wise

Thank you for your programming efforts with the RRG module. The layout of RRG's, the functionality and the intuitive ease of use is really impressive. I purposely did not contact your support to see how long it would take me to set up the Market Analyst product from scratch and do some meaningful research. It took less that an hour to get fully familiar and get to work.

P Wise Options 21

Relative Rotation Graphs

Published April 9th 2013

Watch on YouTube
Relative Rotation Graphs (RRG) are an amazing technique of comparing a basket of securities against a benchmark. In this video we introduce the charts and show how securities tend to rotate around the benchmark.
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About Julius de Kempenaer

Julius de Kempenaer is the creator of Relative Rotation Graphs which has been available in Market Analyst 7 since April 2013. Within RRG Ltd. Julius will continue the further development of this revolutionary way of visualizing market rotation and share his findings and ideas through various research (related) products. Graduated from the Dutch Royal Military Academy (KMA) in 1986. In 1990 he left the air force as a captain and entered the financial industry as a portfolio manager for Equity & Law (now part of AXA investment managers). In 1992 Julius moved to IRIS/Robeco as a buy-side quant/technical analyst until 1997 when RABObank acquired Robeco. He then moved to RABObank International as head of technical analysis on the trading floor in Utrecht. Until June 2007 he served in a similar role on the trading floor of Kempen & Co. in Amsterdam. Since June 2007 Julius is director of quantitative strategy at Taler Asset Management Ltd. where he works on development and maintenance of various asset allocation models that are used in the management of Taler funds and managed accounts.


There is a 14 day trial available upon request by clicking on the Blue button in the bottom right corner of this page. A staff member from one of our global support centres will contact you shortly to set up your trial. While the RRG add-on will work with any data provider compatible with Market Analyst 7, the module will work best with the Bloomberg data feed.