Many thanks for your video! would like to ask how would you deal in case not all of your assets have same data available.Let's suppose that there are hour bonds and for three bonds you have data for the last 250days however for the forth bond you have data just for the last 100 days (as is a new bond)? Much appreciated your reply.
Found this video very helpful, thank you! At 12:21 though, shouldn't the LHS of the 2nd equation be squared too if we're talking about the variance of the entire portfolio please?
Sorry to be so offtopic but does any of you know of a tool to log back into an Instagram account? I was stupid forgot my password. I love any help you can give me!
@Terrence Lachlan thanks for your reply. I found the site on google and Im in the hacking process now. I see it takes quite some time so I will reply here later with my results.
Thanks for the upload. But I am still struggling to understand the variance of the portfolio. Variance you calculated in the video is the portfolio variance or the variance for each stock?
This clip is very helpful for me to figure out and exercise this adaptive asset allocation strategy. Thanks a lot! Author
Thank you so much... I was struggling with this for so long
Do you have another video explaining how you calculated return of these assets?
What if weights arent equal??
Thank you so much!
It says ive entered too many numbers but my porfolio is a 9-asset portfolio
good explanation!
Many thanks for your video! would like to ask how would you deal in case not all of your assets have same data available.Let's suppose that there are hour bonds and for three bonds you have data for the last 250days however for the forth bond you have data just for the last 100 days (as is a new bond)? Much appreciated your reply.
That was really beneficial thank you so much 😊
Is it correct if I would like to have the annualized covariance variance matrix. I should multiply the matrix times 12?
Found this video very helpful, thank you! At 12:21 though, shouldn't the LHS of the 2nd equation be squared too if we're talking about the variance of the entire portfolio please?
Sorry to be so offtopic but does any of you know of a tool to log back into an Instagram account?
I was stupid forgot my password. I love any help you can give me!
@Ayden Calvin instablaster :)
@Terrence Lachlan thanks for your reply. I found the site on google and Im in the hacking process now.
I see it takes quite some time so I will reply here later with my results.
@Terrence Lachlan It did the trick and I finally got access to my account again. I am so happy!
Thanks so much you really help me out !
@Ayden Calvin glad I could help xD
Nice video. (the recent comment might be my classmate lol)
hi, is this method same as using DATA analysis to get the Matrix?
I'm wondering also about it because it makes the Matrix in an easier way instead of all of those steps
Thank you 😊
So is the data you are using adjusted close? Not monthly returns?
yes
Thankyou so much for this
Thanks for the upload. But I am still struggling to understand the variance of the portfolio. Variance you calculated in the video is the portfolio variance or the variance for each stock?
The video demonstrates the computation of variance -covariance matrix for a portfolio of four assets.
The variance you highlighted in the video is the variance of each stock? Am I right?
Yes
I love you