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DIY systems developer, applied mathematician, and robot builder. Love open source projects like Ubuntu, Arduino, JQuery, Joomla, JQGrid, MySQL, Php, Python, and Octave. Stack overflow has been a great resource for me so now I am trying to get a little more involved.


Sep
24
awarded  Autobiographer
Oct
3
revised constructing a minimum variance portfolio
deleted 247 characters in body
Oct
3
comment constructing a minimum variance portfolio
nice answer I knew I wasn't getting the portfolio weights right.
Oct
3
answered constructing a minimum variance portfolio
Oct
3
awarded  Editor
Oct
3
revised How to calculate equally weighted market portfolio
added 1574 characters in body
Oct
3
comment How to calculate equally weighted market portfolio
I see now, your question was a little hard to understand. Please see my updated answer.
Oct
3
comment How to calculate equally weighted market portfolio
i think you'll need to brush up on your mathematical programming. Assuming you start with a matrix of returns, where each column holds prices for a particular asset, and each row is a price at a time point, then this is about 3 to 4 lines of code in matlab or numpy. also log returns are not arithmetic returns. Usually when people are talking about money, they want to know exactly how much money they would make/lose. see here: en.wikipedia.org/wiki/…
Oct
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awarded  Teacher
Oct
2
answered How to calculate equally weighted market portfolio
Sep
26
awarded  Supporter