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2) you only take trading days for your analysis because taking in account days on which no price changes took place would shift results in a wrong direction. For exmple, you mostly take 250 trading days p.a. 3) Your time interval up to 2007 is okay and excludes the financial crisis, which is a non-normal circumstance. Therefore, your time interval can be ...


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* For a given period t and a set of securities and cash denoted with index i which individually have returns r and weights w in a portfolio the portfolio return could be computed as $$ R = \sum_i w^s _i r^s _i + w_i^l r_i^l $$ where the sups l and s mean short and and long respectively. Note that the weights need to sum up to unity $$ \sum_i (w^s_i + ...



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