[R-SIG-Finance] Performance Analytics Calendar Returns
kk2250 at optonline.net
Tue Sep 4 13:39:52 CEST 2012
> I am trying to use the table.CalendarReturns from the Performance Analytics
> package with daily returns.
Last I checked the help/usage file states that it expects monthly return data. There are some zOo and xts functions that do this..
> 1) is there anything wrong with my command? if not, is there any way to
> transform the daily results to monthly?
> 2) is there a function that would give me the same table for volatility and
> Thank you all in advance,
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