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

[Khanh Nguyen]

You can take a look here

http://cran.r-project.org/web/packages/zoo/vignettes/zoo-quickref.pdf

there is a 'Price and Returns' section.

Moreover, package PerformanceAnalytics has a 'Return.Calculate' method
that I think you can use.

-k

On Sat, Jun 20, 2009 at 5:54 PM, Michael<comtech.usa at gmail.com> wrote:
> 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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