The Average Investor's Blog

A software developer view on the markets

Computing Daily Returns and the R-bloggers portal

Posted by The Average Investor on Jun 7, 2011

The daily returns of a financial time series have some nice properties which make their use much more desirable than the use of the series itself (price for instance). There are two ways to compute them – as a percentage and by using logarithms. This article sheds more light on the details and discusses various R interfaces.

And if you are looking to expand your R knowledge and experience, R-bloggers is probably the best place to look for information. That’s where I usually go looking for an interesting read for a coffee break. If there’s nothing that catches the eye in the main page – dig in the archives.


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