JBaldys / APlusBernstein-Project

Repo containing all material for the factor-timing project with Alliance Bernstein
MIT License
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Adding portfolio analysis #56

Closed Anubha101 closed 2 years ago

Anubha101 commented 2 years ago

Hi, For the portfolio, can you check why the code is throwing an error? I rechecked all indexes as well. I also noticed here that s&p has the first value missing, so should we drop that row? Let me know if you figure this out? Also, the next s&p code is basically investing in s&p and seeing what happens with time. So you invest start value in s&p which is s&p*start and that value will be invested in the next s&p and so on ... lastly, there is a conviction strategy, which I have explained in the document. If we figure the first part we can do this easily.