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", "U

[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"