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- 2011-5-24
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- 2012-9-12
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Re-read your post. I understand where you are coming from but you don't need to bring in holding period return. It doesn't work for arbitrage.
You start with 0
You borrow 1000
You earn up to 1009.8155
You pay back 1004.9629
Profit 4.8526
So if you tried to calculate a HPR its
Ending - Begining / begining
(4.8526-0)/0
It approximates infinity. |
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发表于 2011-7-11 19:45
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