Setting up and consistently applying a mathematical notation is an endeavor
in itself in a field so fragmented as investment performance analysis.
The following convents are used in the mathematical and statistical expressions on this website...
(...)
Brackets for variable indices
{...}
Brackets grouping expressions
[...]
Brackets for function parameter
sum[]
Summation operator; sum(X) = x(1)+x(2)+...+ x(n) for a series X with elements indexed from 1 to n
prod[]
Product operator; prod(X) = x(1)*x(2)*...* x(n) for a series X with elements indexed from 1 to n
