Results for DGTW

I now have results, however I'll need to check them again as it seems unexpected and may lead me to a different area of research. I guess that is how research goes, always changing.

got the confidential data

Got the data and made into a useable format. Though it doesn't seem to be comprehensive enough compared to the sample, will need to look into it.

I finished creating Aussie replicated portfolios today

Tomorrow I will apply the performance measures and see what I get.

Data nearly 100% cleaned

On thursday and friday I had the pleasure of working with a fellow higher up researcher in doing a triple merge for my data. Nearly zero manual labour and we were able to merge all the databases. This has saved me a lot of time and now I can focus on building the engine. I expect to finsih this this week