A questoin on manipulation of Litterman.
Posted: Thu May 04, 2017 9:19 am
I have raised the frequency of my data from quarter to week, but I have some questions. First, I want to know why there are buttons, first, average, last, and sum, to choose from. Second, I want to know that I provide the quarter data at the end date on 2017/01 ,but I only get the weekly data at the end date on 2016/11/03. I just guess that the reason is the degree of freedom, but I don't know whether it is true or not.