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How to get portfolio variance/VaR from the covariance matrix
To get portfolio variance, we post-multiply the vector of positions (x) by the covariance matrix, then pre-multiply the transposed vector (x').
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Inamo Restaurant (Soho, London) (Hight Quality)
Our visit to the famous Inamo Restaurant in Soho, London
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kemot1984 said:
@cyclps nope, the image is projected onto the table and there is a small, laptop-like touchpad built into the table