portfolio_returns: Calculate Portfolio Returns function

In pawel-wieczynski/PolishStock: Analysis of WSE stocks and other assets.

Calculate Portfolio Returns function

Description

Calculate log-returns of given asset prices, then multiply by vector of portfolio weights.

Usage

portfolio_returns(prices, weights)

Arguments

prices	Data frame of asset prices
weights	Numeric vector of portfolio weights

Value

Numeric vector of portfolio log-returns.

Examples

files <- list.files('datasets\\')
close_prices <- df_prices(files = files
                          ,source = 'datasets\\')
weights <- c(0.40, 0.40, 0.20)
portfolio_returns(close_prices, weights)

pawel-wieczynski/PolishStock documentation built on March 23, 2022, 3:32 p.m.