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Calculating daily returns of portfolio
Given that the Daily return of a stock is calculated by ln(today price/yesterday price) What is the ideal way to calculate portfolio return? - will it be ln(portfolio value today/ portfolio value yesterday) OR - w1*daily return of stock1+ w2*daily return of stock2 ... where w1, w2 are...- ykpramodh
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- Forum: P1.T2. Quantitative Analysis