[R-SIG-Finance] Performance Analytics Calendar Returns

G See gsee000 at gmail.com
Wed Sep 5 20:16:49 CEST 2012

On Wed, Sep 5, 2012 at 12:21 AM, Nikos Rachmanis
<nikos.rachmanis at gmail.com> wrote:
> However, I am trying to transform the daily returns of my P&L (which also
> include gaps) to monthly and unfortunately the to.monthly does not work
> very well.
> i am currently trying table.TrailingPeriods and rollapply.
> Any other ideas or functions?


apply.monthly(PnL, sum)


More information about the R-SIG-Finance mailing list