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badger007's avatar
badger007
Frequent Visitor
2 years ago

Portfolio Variance - matrix multiplication

Hi guys,   Need your help. I have a portfolio with various accounts each of which has some products (called risk_curve_month_name in my datasets). My goal is to be able to calculate portfolio var...
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Ann1234's avatar
Ann1234
New Member
1 year ago

Hi badger007 ,

 

I have the same question, have you found a solution for this yet? 

 

Thanks

badger007's avatar
badger007
Frequent Visitor
1 year ago

Hi,

Unfortunately no. I use a python code but it is so slow. I'm sure that using the measures would make it 10 times faster.