1 min readNov 22, 2019
Hi. Well, using cumsum is just an approximation that leads us to the Modern Portfolio Theory. In reality, we must use cumprod.
Written by Gianluca Malato
Theoretical Physicists, Data Scientist and fiction author. I teach Data Science, statistics and SQL on YourDataTeacher.com. E-mail: gianluca@gianlucamalato.it