[R-SIG-Finance] how to compute the daily return?

Michael comtech.usa at gmail.com
Sat Jun 20 23:54:10 CEST 2009


Hi all,

If I have wealth number on the following days.... what's the standard
way of computing the daily return and growth rate? What's a standard
way of defining growth rate?

(360 day convention, and how about holidays and weekends)?

1/1/1999
1/4/1999
1/5/1999
1/6/1999
1/7/1999
1/8/1999
1/11/1999
1/12/1999
1/13/1999
1/14/1999
1/15/1999
1/18/1999


Thanks a lot!



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