david.belobrad@quantpedia.com
5d ago
historical-dataportfolio-theoryquant-finance
For U.S. equities, fixed income, and commodities, reconstructing long-term historical datasets is relatively straightforward, and we have already explored these challenges in several previous studies, including 100 Years of Multi-Asset Trend Following, Extending Historical Daily Bond Data to 100 Years, and Extending Historical Daily Commodities Data to 100 Years. Moreover, the broader methodology…