Re: [R] Picking returns from particular days of the month from a zoo object

2011-07-23 Thread Gabor Grothendieck
On Fri, Jul 22, 2011 at 3:37 PM, john nicholas wrote: > >  Hello, > > I would like to implement a "turn-of-the-month' trading strategy in R. > > Given a daily series of stock market return data as a zoo object, the strategy > would go long (buy) four trading days before the end of the month, and s

Re: [R] Picking returns from particular days of the month from a zoo object

2011-07-23 Thread Joshua Ulrich
On Fri, Jul 22, 2011 at 2:37 PM, john nicholas wrote: >  Hello, > > I would like to implement a "turn-of-the-month' trading strategy in R. > > Given a daily series of stock market return data as a zoo object, the strategy > would go long (buy) four trading days before the end of the month, and sel

[R] Picking returns from particular days of the month from a zoo object

2011-07-23 Thread john nicholas
Hello, I would like to implement a "turn-of-the-month' trading strategy in R. Given a daily series of stock market return data as a zoo object, the strategy would go long (buy) four trading days before the end of the month, and sell the third trading day of the following month. How can I sel