[R-sig-finance] Creating a Price Series From a Returns Series Using R

Brahm, David David.Brahm at geodecapital.com
Wed Sep 28 00:11:02 CEST 2005


Katherine Walton wrote:
> a simple way to make a price series (or Vami) from a return series
using R

vami <- 1000 * cumprod(1 + r)

-- David Brahm (brahm at alum.mit.edu)



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