Thanks! I sure will do. Yes this exercise had to get my statistician brain going - was considering not putting out the article as I think my method is a little flawed, but I’m going to refine and improve my use in future - lots of variables to consider definitely.
try computing average daily return for each period rather then full period return. remember ZR periods have different lengths
Thanks! I sure will do. Yes this exercise had to get my statistician brain going - was considering not putting out the article as I think my method is a little flawed, but I’m going to refine and improve my use in future - lots of variables to consider definitely.