Why Quants Use Log Returns (And When You Shouldn't)
Автор: Athena Quant
Загружено: 2026-01-02
Просмотров: 48
Описание:
Understanding the difference between simple returns and log returns is fundamental to quantitative trading. In this video, we break down both methods, explain the mathematics behind them, and show you exactly when to use each one.
What You'll Learn:
The mathematical difference between simple and log returns
Why log returns are time-additive (and why that matters)
When simple returns are actually better
Real-world examples in portfolio analysis
How Athena Quant handles return calculations
Whether you're backtesting strategies, analyzing portfolio performance, or building your own quantitative models, choosing the right return metric is crucial for accurate results.
📊 Subscribe to Athena Quant for more quantitative trading insights and algorithmic strategy breakdowns.
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