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@ProfPieters I wish I knew. (Anyone?) I do know—from discussion with a colleague=expert yesterday—that this isn’t trivial. For example, you have to make decisions about exactly how to handle dividend reinvestment timing and transaction costs.On twitter.com
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Mood +1 🙂
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@ProfPieters CSRP takes a shot at this of course, and you can string together their return series to roll your own index. I’d like to think there are tools that e.g., investment advisors and managers use for visualization, performance eval, comp. cc: @daniel_eganPermalink On twitter.com
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Mood +2 🙂