[R-SIG-Finance] Generating Monthly Return Info
jeff.a.ryan at gmail.com
Fri Mar 11 06:40:46 CET 2011
See also ?periodReturn and monthlyReturn in the quantmod package.
On Mar 10, 2011, at 10:43 PM, "Peter Carl" <peter at braverock.com> wrote:
> Peter Carl
>> Newbie just learning.
>> Trying to figure out how I generate monthly returns information. I have
>> daily returns and daily equity for a trading system over a 10 year period
>> an xts format. I'd like to collapse the daily data into monthly data. In
>> addition, I'd like to be able to create a table of monthly returns by
>> I tried table.CalendarReturns() in the PerfomanceAnalytics package but it
>> seems like it needs monthly returns as the input.
>> Suggestions ?
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