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first
inflation + real acwi pln
II
inflation + real acwi pln + tbsp
III
inflation + real acwi pln + tbsp gold
IV
inflation + real acwi pln + tbsp gold + usd hedge/pln hedge
V
inflat…
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read:
### stochastic programming
mathematical programming book
http://web.mit.edu/15.053/www/AMP.htm
mutistage stochastic programming
https://orbi.uliege.be/bitstream/2268/80246/1/MSPchap_pre…
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International Stock Return Predictability and Asset Pricing Models
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3728206
International Asset Allocation With Regime Shifts
https://www0.gsb.c…
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I'm using: `degiro.search_products('ACWI')`
And the result is:
```
[{
'id': '1523265',
'name': 'SPDR MSCI ACWI ETF',
'isin': 'IE00B44Z5B48',
'symbol': 'SPYY',
'contractSize': 1.0,
'…
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**Is your feature request related to a problem? Please describe.**
When a portfolio consists of multiple ETFs each with a distinct allocation per country/region the current rebalancing just calculate…
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This could be nice. Using this issue to collect some links.
* http://eddn.usgs.gov/dcpformat.html
* https://acwi.gov/hydrology/stiwg/index.html
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Zakres:
- [ ] estymacja parametrów
- [x] analiza danych historycznych - na podstawie wprowadzonych okresów (srednia ann, std ann, skew, kurtosis, max dropdown, normality test)
- [ ] estymacja p…
msz13 updated
3 months ago
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### Cel:
1. Czy własna kompozycja globalnego portfela, jest lepsza niż index ACWI.
2. Czy wykorzystanie polskich akcji w portfelu wnosi coś w zakresie zwrotu i ryzyka.
Klasy aktywów:
| klasa a…
msz13 updated
6 months ago
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Dear Zipline Maintainers,
Before I tell you about my issue, let me describe my environment:
# Environment
Windows 10. Using miniConda3 and a Zipline environment.
Uploading my datasets using a …
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var model:
### factors:
#### usa:
* real gdp - (GDP/CPI)
* inflation ln(CPI)
* exchange rate - ln(esch )
* short rate ln(1+R/100)
* long rate ln(1+R/100)
* stock rate (Index/CPI)?
…