[R] Calcuting returns

2011-01-06 Thread Amelia Vettori
Dear R forum helpers,I have following datatrans - data.frame(currency_transacted = c(EURO, USD, USD, GBP, USD, AUD), position_amt = c(1, 25000, 2, 15000, 22000, 3))date - c(12/31/2010, 12/30/2010, 12/29/2010, 12/28/2010, 12/27/2010, 12/24/2010, 12/23/2010, 12/22/2010, 12/21/2010,

Re: [R] Calcuting returns

2011-01-06 Thread Patrick Burns
I'm guessing this page will answer your question: http://www.portfolioprobe.com/2010/10/04/a-tale-of-two-returns/ If not, then you need to be more specific. On 06/01/2011 18:07, Amelia Vettori wrote: Dear R forum helpers,I have following datatrans- data.frame(currency_transacted = c(EURO, USD,