make_relative_returns: Compute relative returns of an asset

Description Usage Arguments Value

View source: R/asset.R

Description

Computes the relative returns of an asset given its prices over some regular period, that is \log{\frac{x_k}{x_{k-1}}}.

Usage

1

Arguments

x

a vector of prices

Value

a vector of relative (log) returns


ryanholbrook/investmentsim documentation built on Nov. 5, 2019, 5:10 a.m.