New answers tagged analysis
Start with www1.nyse.com/pdfs/closings.pdf then use the following... 2012/2013: http://www1.nyse.com/press/1294398514465.html Weather related closures happened on Monday, Oct. 29, 2012 and Tuesday, Oct. 30, 2012. (markets.nyx.com/nyse/trader-updates/view/11507) 2014: http://www.nyse.com/markets/hours-calendars#holidays
I think the model you are presenting is trying to capture the pro-forma performance of a collection of stocks. However, it is not that 'flexible' and is accurate if: You are fully invested throughout the time window you are considering You do not place new trades during this time window A portfolio value is simply the sum of your assets, so at time $t$ ...
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