Historical Worksheet

The Historical Worksheet manages the analysis of the historical return series.  

Relevant Topics:

• Running an Estimation Problem - Typical Workflow for the Estimator

• Historic Data Adjustment - Settings and Adjustments for the Historic Data analysis

• Asset Groups - Groupings, e. g. Asset Classes, which persist in the Optimizer

• Period - Date limits for the historical data

• Market Portfolio - A weighting for the assets which serves several purposes through the optimization process

• New Frontier ribbon - A detailed description of the commands in the Estimator/Optimizer/LifeCycle