New answers tagged

6

In the early days of Portfolio Theory there were different views about short positions. Some authors modeled short positions as negative and required all weights to add up to 1 (first equation), others (including Markowitz himself) thought this was not realistic (he thought if you have 1 dollar you cannot both buy 1 dollar worth of stock and also short 1 ...


3

Assuming your dataframe looks something like this and the name of the dataframe is your_dataframe (I left out one of your columns that wasn't needed for this): position pos_total price ss_change 0 1 1 10.0 1.000000 1 0 1 9.0 1.111111 2 0 1 8.0 1.125000 3 0 1 7.0 1....


Top 50 recent answers are included