Gianluca Malato
1 min readSep 20, 2020

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Well, I think that this kind of simulation works even without considering the correlation of the stocks, because it may change in the future and, in some occurrences of the simulation iterations, stocks are really correlated. So taking the returns uniformly will make all the possible portfolios.

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Gianluca Malato
Gianluca Malato

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

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