dly_ret: Daily returns for wide-form price data

In optimist/inhouse: In-house all-purpose functions used at CI Estrategias

Description

Daily returns for wide-form price data

Usage

dly_ret(df, roll = 1, accumulate = FALSE, date_col = NULL)

Arguments

df	A data frame or xts with price data. If a data frame is given then the first column of date type will as the index unless it is manually set in date_col
roll	Rolling returns, "1 = no rolling"
date_col	To be implemented
type	To be implemented

Value

An object of the same class of df with the returns.

Examples

tq_get_wide(c("SPY", "SHV")) %>% dly_ret()

optimist/inhouse documentation built on May 24, 2019, 3:56 p.m.