dailyReturns: Compute daily returns of a stock

View source: R/returns.R

dailyReturnsR Documentation

Compute daily returns of a stock

Description

Computes both the daily log return and daily arithmetic return of a given price time-series.

Usage

dailyReturns(s)

Arguments

s

the time-series of daily prices, returned from getPriceTimeSeries

Value

xts of logarithmic and arithmetic returns


shill1729/trader documentation built on Dec. 27, 2022, 10:55 p.m.