Questions tagged [numpy]
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3 questions
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Reverse Optimization: finding the returns that satisfy specific weights given one known return
Here is the premise: I have a three asset portfolio, I know the assets covariance, the client's risk aversion and the expected return of one of the assets. I also have a desired set of weights.
So, 1) ...
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Rolling Calculation of Slope in Python
I am trying to calculate Slope for the rolling window of 5 and 20 periods and append it to the existing data frame. The length of the total dataset would be let's say 30 days. I have two columns "...
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