Hello,
 
I would like to create a function that computes intraday returns of a financial asset
on a calendar time basis, without making any loop. For instance, I want to get price returns every 60 seconds.
The main problem is that the times series of prices is irregularly spaced in time.
I have looked in the "zoo" or "its" classes but have not found any answer to my problem. Thanks in advance.
 
Nicolas Huth


      
	[[alternative HTML version deleted]]


