Hello,
I would like to create a function that computes intraday returns of a financial
asset
on a calendar time basis, without making any loop. For instance, I want to get
price returns every 60 seconds.
The main problem is that the times series of prices is irregularly spaced in
time.
I have looked in the "zoo" or "its" classes but have not found any answer to my
problem. Thanks in advance.
Nicolas Huth
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