Hello, Do any of you know whether there exists a function that I can use to produce a cumulative return time series of an xts object (stock price). I have created my own code to do this but I was wondering if there already exists a function that does what I want as I would like the resulting object to remain as a XTS object so I can plot various studies on the same chart.
I have attached an image of a chart that shows the cumulative return time series of an ETF and its components. http://r.789695.n4.nabble.com/file/n3520559/Screen_shot_2011-05-13_at_11.31.53_AM.png Screen_shot_2011-05-13_at_11.31.53_AM.png I looked through the 'TTR' package and found very useful functions that compute running/window SDs, Means, Cov etc... but was wondering if there is something similar for cumulative returns. -- View this message in context: http://r.789695.n4.nabble.com/is-there-a-function-that-will-compute-a-cumulative-return-times-series-tp3520559p3520559.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
