Could you provide some information on your data structure (e.g., are the two time series in separate columns in the data)? The solution is fairly straightforward once you have the data in the right structure. And I do not think tidyquant is necessary for what you want.

Best,
Charlie

--
Charles Redmon
GRA, Center for Research Methods and Data Analysis
PhD Student, Department of Linguistics
University of Kansas
Lawrence, KS, USA

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