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I have intraday data in minutes, how can I convert to daily culmulative return
Date LAST_PRICE 8/29/2017 10:05 109.67 8/29/2017 10:09 109.67 8/29/2017 10:15 109.64 8/29/2017 10:20 109.65 8/29/20...
8 years 前 | 1 个回答 | 0
1
个回答提问
Max Sharpe ratio errors
p = Portfolio('AssetMean',[0.3, 0.1, 0.5], 'AssetCovar',... [0.01, -0.010, 0.004; -0.010, 0.040, -0.002; 0.004, -0.002, 0....
8 years 前 | 1 个回答 | 0
