[R-SIG-Finance] how to compute the daily return?
knguyen at cs.umb.edu
Sun Jun 21 00:11:28 CEST 2009
You can take a look here
there is a 'Price and Returns' section.
Moreover, package PerformanceAnalytics has a 'Return.Calculate' method
that I think you can use.
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)?
> Thanks a lot!
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