Wilmott Forums - active share vs tracking error in excel

Wilmott Forums - active share vs tracking error in excel

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日期:2024-07-10
The original community for quantitative finance. Exclusive premium quant, quantitative related content, active forums and jobs board. ... Just a friendly remark, I think you got the numbers wrong. abs(4.5-0)+abs(4.5-50)+abs(50-50)+abs(41-0)=91%/2=45.5%...看更多