Simplifying ETF Analytics with DolphinDB | IOPV Calculation (Part 1)

In this video, we walk through how to compute the Indicative Optimized Portfolio Value (IOPV) of an ETF using historical tick data — with just one line of DolphinDB script.

You'll learn how to:
Define a multi-constituent ETF
Transform tick data for vectorized processing
Calculate weighted prices across timestamps
Compute IOPV with high performance

Stay tuned for Part 2, where we cover real-time IOPV calculation using DolphinDB's streaming engine.

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Видео Simplifying ETF Analytics with DolphinDB | IOPV Calculation (Part 1) канала DolphinDB