Hi all, I employed in a company which actively trades on various stocks, currency etc. Assuming those entire trading activities as a single portfolio, this portfolio's components are fixed (i.e. the constituent assets) however there are daily buy, sell happen on those assets. I was asked to provide Statistical insight on this portfolio, over last month. Can friends here give me some suggestions what should I put on such analysis? I am really looking for some bang therefore just do not want to create some mere time series of this portfolio's returns and VaR estimates! Thanks for your inputs.
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