Just trying to create returns from prices, and do something like:
returns.z = tail(prices.z,-1)/head(prices.z,-1) - 1 # should be equivalent
to returns = exp(diff(log(prices.z))) - 1
Curiously, I get a zoo object back with zeros everywhere and also with the
index having one fewer element than it should.
Does anyone know how to pointwise divide zoo objects, and what exactly "/"
is doing?
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