Kehinde Olalusi

Results 2 comments of Kehinde Olalusi

@gnzsnz, the period parameter shouldn't be removed because it will allow users to evaluate portfolios based on the time frame that's being observed. The value that is needed for the...

@gnzsnz, I get your point. If we are going to use the difference between the dates, then 365 should be the denominator. I also confirmed it holds for return series...