Hi.
I have a excel spread sheet with daily returns from different stocks. The returns is calculated from a specific trading strategy. (Stocks left in excel sheets)
Do anyone know how I should calculate weekly or monthly portfolio return? Equally weighted or value weighted? If I do equally weighted, I need to rebalance every month and I think that will mess up my trading strategy? Do anyone have some articles, examples or experience with this issue? Please feel free to share! :D
Please show how it's done mathematically. See excel sheet with bold text in bottom (CALCULATING RETURN)
Thank you very much!![]()
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