Data
The P&L simulation from Vorobets [2021] follows with this package and assumes that returns follow a log-normal distribution with parameters given by the Danish common return expectations for the 2nd half of 2021.
The simulation is used in all examples and allows you to immediately start exploring the functionality of this package. You can also use it to test your understanding of the theory as well as replicate results.
- load_pnl()
Function for loading the P&L simulation from Vorobets (2021).
- Return type
DataFrame
- Returns
P&L simulation.