TradingView
STOCHASTICU
23 sept. 2020 23:04

Portfolio Log Returns - Series 

SPDR S&P 500 ETF TRUSTArca

Description

Plot a series of your portfolio! Merely calculate the (constant) weights (ensuring that they sum to one) and plug in along with the corresponding symbols in order to visualize your portfolio returns as a series. Experimenting before settling on a portfolio? Calculate your theoretical weights using tools online for mean-variance optimization, Black-Litterman allocation, or the like!

Notes de version

Added missing log function

Notes de version

Typo fix
Plus