1.0
Jun 8, 2024
Current employee
Recommend
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Business outlook
Pros
If you're not comfortable performing this analysis yourself, you may want to consult with a financial advisor or use specialized software that can handle portfolio optimization.
Cons
o determine the number of data samples needed for two strategies with different holding periods (3 days and 90 days) to have the same confidence, we need to consider the concept of statistical power and the central limit theorem