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Mengxi Li


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I have intraday data in minutes, how can I convert to daily culmulative return
Date LAST_PRICE 8/29/2017 10:05 109.67 8/29/2017 10:09 109.67 8/29/2017 10:15 109.64 8/29/2017 10:20 109.65 8/29/20...

8 years ago | 1 answer | 0

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Max Sharpe ratio errors
p = Portfolio('AssetMean',[0.3, 0.1, 0.5], 'AssetCovar',... [0.01, -0.010, 0.004; -0.010, 0.040, -0.002; 0.004, -0.002, 0....

8 years ago | 1 answer | 0

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