Open mjmacarty opened 1 year ago
In chapter 2 page 29, the returns are adjusted for inflation, but I am not sure of the value of adjusting a single day's return at the end of each month. It seems like instead of .last() we should .sum() the resample, and then adjust for inflation.
In chapter 2 page 29, the returns are adjusted for inflation, but I am not sure of the value of adjusting a single day's return at the end of each month. It seems like instead of .last() we should .sum() the resample, and then adjust for inflation.