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Implement Time-Weighted Return #38

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MauererM opened this issue Dec 4, 2023 · 1 comment
Open

Implement Time-Weighted Return #38

MauererM opened this issue Dec 4, 2023 · 1 comment

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@MauererM
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MauererM commented Dec 4, 2023

Might the time-weighted return be a better/alternative method than the utilized holding period return?

@MauererM
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MauererM commented Dec 4, 2023

Compare it also to the simple ROI

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