5 ms·
you mean (as your proof shows) "is the same as the [log of] geometric mean of returns."
by jasonfarnon 4y ago
you mean (as your proof shows) "is the same as the [log of] geometric mean of returns."
- dan-robertson 4y agoYeah, I should have been more clear. The point is that you can convert between them without needing any other information (like the original values that were averaged)