Comments (3)
AhmedEissa123
commented on August 26, 2024
I found that my calculations were wrong so I’m closing this issue.
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AhmedEissa123
commented on August 26, 2024
So after some other calculations, I found that some of your code is wrong (I think).
So the problem with your code is it doesn’t account properly for changing weights over time.
Since, you multiply all the returns data in the get returns function by the same weights.
While actually as the price changes for assets in the portfolio weights also change.
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santoshlite
commented on August 26, 2024
Fixed in v2.1.2 of Empyrial!
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Related Issues (20)
- Error when rebalancing with only one stock HOT 5
- Graph styling HOT 3
- str and Timestamp error HOT 1
- rebalance has a bug HOT 3
- assets value / non-stock based portfolio? HOT 4
- TypeError is thrown when executing the first example snippet HOT 2
- Installation on Mac M1 Processor fails HOT 1
- Rebalancing error. HOT 1
- Bloomberg HOT 5
- Assignment 3, Part2Test, getSelectedBlock() test4
- getting { TypeError: monthly_heatmap() missing 1 required positional argument: 'benchmark' } with any example HOT 1
- Is get_returns correct for getting portfolio return? HOT 4
- Error with stocks data HOT 3
- Can't use empyrial function when specifying rebalance HOT 9
- Can this framework set ime-varying weights for assets in the portfolio? HOT 1
- Versioneer broken when installing on python 3.12.0
- Error on pip installation HOT 3
- TypeError: float() argument must be a string or a number, not 'DataFrame' HOT 3
- Enabling Rebalancing and Use of Optimizers for Custom Data
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