network profile
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| visits | member for | 7 months |
| seen | Feb 24 at 9:55 | |
| stats | profile views | 8 |
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.
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Oct 3 |
revised |
constructing a minimum variance portfolio deleted 247 characters in body |
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Oct 3 |
comment |
constructing a minimum variance portfolio nice answer I knew I wasn't getting the portfolio weights right. |
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Oct 3 |
answered | constructing a minimum variance portfolio |
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Oct 3 |
awarded | Editor |
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Oct 3 |
revised |
How to calculate equally weighted market portfolio added 1574 characters in body |
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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. |
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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/… |
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Oct 3 |
awarded | Teacher |
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Oct 2 |
answered | How to calculate equally weighted market portfolio |
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Sep 26 |
awarded | Supporter |
