Timeline for Convert Geometric Direct Alpha PME to Arithmetic Excess IRR (PME Alpha / Implied Private Premium)
Current License: CC BY-SA 4.0
12 events
when toggle format | what | by | license | comment | |
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Jun 17, 2020 at 8:33 | history | edited | CommunityBot |
Commonmark migration
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S Apr 16, 2019 at 16:03 | history | bounty ended | CommunityBot | ||
S Apr 16, 2019 at 16:03 | history | notice removed | CommunityBot | ||
Apr 12, 2019 at 20:40 | history | edited | Alexis Olson | CC BY-SA 4.0 |
added 479 characters in body
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Apr 11, 2019 at 19:09 | answer | added | Chris | timeline score: 1 | |
Apr 8, 2019 at 15:00 | history | tweeted | twitter.com/StackQuant/status/1115268060880035841 | ||
S Apr 8, 2019 at 14:26 | history | bounty started | Alexis Olson | ||
S Apr 8, 2019 at 14:26 | history | notice added | Alexis Olson | Draw attention | |
Apr 2, 2019 at 21:24 | history | edited | Alexis Olson | CC BY-SA 4.0 |
Added scatterplot
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Apr 2, 2019 at 12:26 | comment | added | Alexis Olson | Because I'm implementing in DAX which has an XIRR function but isn't suited to iterative/recursive/looping methods. I suppose I could unroll a loop into a fixed number of iterations, but that's pretty clumsy. | |
Apr 2, 2019 at 3:27 | comment | added | Helin | Out of curiosity, why do you need to use approximations? DA and IPP can be implemented as a single function (since the only difference is compounding convention) and the algorithm is super efficient; the Newton-Raphson method usually gets you the result in just a few trials. | |
Apr 1, 2019 at 21:00 | history | asked | Alexis Olson | CC BY-SA 4.0 |