Tag Info

Hot answers tagged


If you do step 1 and step 2 every day, then you indeed assume that you rebalance the strategy every day. If you want to assume differently, for example monthly, you need to first compound the returns for each asset separately during the whole month and then do a weighted sum of the compounded returns using the weights of each asset at the beginning of the ...

Only top voted, non community-wiki answers of a minimum length are eligible