[R-SIG-Finance] Monthly Midpoint return
steelsteel25 at outlook.com
Wed Jun 17 14:10:09 CEST 2015
Hi Phil here,
Sorry for bothering you all with this idiotic question but I can't find a simple way to go forward.
I can't manage to get the midpoint monthly returns from an daily price xts object.I know how to get monthly endpoints by using "to.monthly()" but I can't figure how to transform the daily object to monthly midpoint. Lets say the midpoint is the first day trading day around the 15:th in a month or every 30:th day.
Anybody have encounter this "problem" and/or have a solution.
Have a great evening/afternoon/morning!
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