On Tue, Jun 19, 2012 at 6:07 PM, Bert Gunter <gunter.ber...@gene.com> wrote: > 1. Don't double post. (obviously belongs on finance list) > 2. Homework? (we don't do homework on r-help) > We don't do homework on R-SIG-Finance either...
> -- Bert > Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com > On Tue, Jun 19, 2012 at 3:54 PM, Raghuraman Ramachandran < > optionsra...@gmail.com> wrote: > >> Dear guRus >> >> Say I have a price vector, P which is P = c(20,50,40,50) for four >> consecutive days. >> >> My initial equity is say $100 and I re-invest the profits made in each >> transaction so my equity curve increases. >> >> If I go Long on day 1, short and short on day 2, long and long on day 3 and >> finally short on day 4, how do I calculate the total profits using R? >> Basically I stay invested at all times. >> >> I have simplified a larger problem by giving a small example. >> >> Thanks for your kind guidance in advance. >> >> Raghu >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > > > -- > > Bert Gunter > Genentech Nonclinical Biostatistics > > Internal Contact Info: > Phone: 467-7374 > Website: > http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.