Hi all,
Just a quick question about this code-piece (it works, I've tested it):
means, stds = np.column_stack([
getMuSigma_from_PF(return_vec)
for _ in xrange(n_portfolios) ])
1) I understand column_stack does this (assembles vectors vertically,
side-by-side):
>>> a = np.array((1,2,3)) # NB: a is row-vector: {1 2 3}
>>> b = np.array((2,3,4)) # NB: b is also a row-vector...
>>> np.column_stack((a,b))
array([[1, 2],
[2, 3],
[3, 4]])
2) I understand the underscore is just a "dummy variable" in the last line "for
_ in xrange(n_portfolios)" - this also looked a bit confusing to me, at first...
3) I DON'T understand why the code doesn't look like this:
means, stds = np.column_stack([
for _ in xrange(n_portfolios):
getMuSigma_from_PF(return_vec) ])
???
Any comments/advice/hints, I would appreciate from you, thank you!
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