Convenient ways of computing both simple
and log returns are at the very end of:

http://www.portfolioprobe.com/2012/11/05/an-easy-mistake-with-returns/

Those work whether you have a vector or
a matrix.

Pat


On 17/12/2012 17:16, kevj1980 wrote:
Hi, I have an n x m matrix of numerical observations. ie. stock prices

I wish to convert the matrix of observations to a matrix of simple returns
(by taking the differences between (column) observations.)

Can any good soul suggest a function for this?



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Patrick Burns
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