# All Questions

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### Ledoit-Wulf portfolio strategy calculation

I am trying to implement the Lediot-Wulf portfolio strategy on a real-world stock dataset. ...
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### Derivation using Ito's Lemma of price process

define q(t) as the log price minus a linear trend $$q(t) = logP(t) - \mu t$$ assume teh log price process = Equation 1: $$dq(t) = - \Theta q(t) dt + \sigma dW(t)$$ Can you show that the ...