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[WSS19] Investment Strategies: Functional Weighted Choice Method

Nam Tran, University of Miami
Posted 5 years ago
POSTED BY: Nam Tran
4 Replies
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Peter Amedzake
Peter Amedzake
Posted 5 years ago

Nam Tran-Hoang,, Will be willing to share the notebook script for this?
POSTED BY: Peter Amedzake

Sure I can. And actually, I include the complete codes above, omitting nothing. My notebook is literally the same as the post, line by line.
POSTED BY: Nam Tran

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POSTED BY: Moderation Team

Update 2019-07-28:

  • tax on capital gain is considered
  • additional investment is considered
  • both whole share and fractional share are considered
  • annual return metric is included
  • potential systematic errors are discussed
POSTED BY: Nam Tran
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