3 ms·
Is it normal to deal with returns over time as log-returns log(R) rather than simple returns (R - 1) for this reason? The average log return does the right thin
by joppy 5y ago
Is it normal to deal with returns over time as log-returns log(R) rather than simple returns (R - 1) for this reason? The average log return does the right thing.
- SomewhatLikely 5y agoRight, I used to use the geometric mean when dabbling in this area in my teens which is mathematically equivalent to averaging the log returns.