[R-SIG-Finance] [PerformanceAnalytics] Adding support for dollar returns?

[Ilya Kipnis]

Ivan,

What do you mean by dollar returns? You can go from P&L (dollars) to
percent by Return.calculate, unless you mean something else?

-Ilya

On Sat, Nov 29, 2014 at 10:34 PM, Ivan Popivanov <ivan.popivanov at gmail.com>
wrote:

> It seems to me, that statistics (CAGR, drawdowns, etc) expressed in dollars
> are quite common in the literature related to future systems. Do you think
> that it makes sense to extend the related PerformanceAnalytics functions to
> support dollar-returns (it seems to be no more than adding a flag to the
> interface)? Or do you think it really belongs elsewhere?
>
> Thanks in advance,
> Ivan
>
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