thanks. can you please do a similar video on cvar.
@MaximPodkolzine9 жыл бұрын
You're not computing the returns, you should divide gClose[-1] / gClose[-n], not vice versa.
@bionicturtle9 жыл бұрын
Maxim Podkolzine Thanks Maxim but I think my gClose[-n]/gClose[-1] is correct because the Quandl prices are retrieved in reverse chron, which I actually find helpful. So gClose[1] is the closing price on 7/15/2015, and the most recent daily return is gClose[1]/gClose[2]-1. Thanks!
@MaximPodkolzine9 жыл бұрын
Bionic Turtle Ah, I missed that point. It's correct then. Thanks!