Search found 7 matches
- Thu Feb 11, 2010 6:25 pm
- Forum: Data Manipulation
- Topic: Monthly returns sticking to the last observation
- Replies: 10
- Views: 15096
Re: Monthly returns sticking to the last observation
Hi, The first part of the code works fine, the problem I have is with linking to the monthly page. I tested your code and it doesn't seem to work. c=last does nothing, though if to change it manually in the series properties, then it works. After I found how to change average to last manually I don'...
- Thu Feb 11, 2010 4:06 pm
- Forum: Data Manipulation
- Topic: Monthly returns sticking to the last observation
- Replies: 10
- Views: 15096
Re: Monthly returns sticking to the last observation
Hi Chris!
Thank you very much for information!
Dmitri
Thank you very much for information!
Dmitri
- Thu Feb 11, 2010 10:51 am
- Forum: Data Manipulation
- Topic: Monthly returns sticking to the last observation
- Replies: 10
- Views: 15096
Re: Monthly returns sticking to the last observation
And the last thing.
I was also thinking about using last 4 weekly returns instead of monthly ones, because my last obeservation will always be on Friday. If to use ln(stock1/stock(-1)), it's possible to sum the returns. What do you think about it? It is possible to do?
I was also thinking about using last 4 weekly returns instead of monthly ones, because my last obeservation will always be on Friday. If to use ln(stock1/stock(-1)), it's possible to sum the returns. What do you think about it? It is possible to do?
- Thu Feb 11, 2010 10:42 am
- Forum: Data Manipulation
- Topic: Monthly returns sticking to the last observation
- Replies: 10
- Views: 15096
Re: Monthly returns sticking to the last observation
Well, of course the line
should be changed to
Code: Select all
series {%x}_return = ({%x}-{%x}(-month))/{%x}but it's irrelevant to the problems.series {%x}_return = ({%x}/{%x}(-month))-1
- Thu Feb 11, 2010 10:39 am
- Forum: Data Manipulation
- Topic: Monthly returns sticking to the last observation
- Replies: 10
- Views: 15096
Re: Monthly returns sticking to the last observation
Hi Chris! I just now had time to test the code and have some difficulties. Currently I have 2 pages: 5-day week named "daily" and monthly named "monthly". The code is the following: '9th Feb is the last date in observations pageselect daily for %x "stock1" "stock2&...
- Thu Feb 11, 2010 5:49 am
- Forum: Data Manipulation
- Topic: Monthly returns sticking to the last observation
- Replies: 10
- Views: 15096
Re: Monthly returns sticking to the last observation
Thank you Chris!
That's exactly, what I wanted! Linking this data to the monthly page is just what I need.
That's exactly, what I wanted! Linking this data to the monthly page is just what I need.
- Wed Feb 10, 2010 5:29 pm
- Forum: Data Manipulation
- Topic: Monthly returns sticking to the last observation
- Replies: 10
- Views: 15096
Monthly returns sticking to the last observation
Hi guys! I have a trouble calculating monthly returns on stocks. I have daily closing prices and need to get monthly returns from them sticking to the last observation, not the first one. I mean the following. For example my observations start at the 1st of January and end at the 15-th of March. I n...
