Search found 7 matches

by Dmitri
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'...
by Dmitri
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
by 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?
by Dmitri
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

Code: Select all

series {%x}_return = ({%x}-{%x}(-month))/{%x}
should be changed to
series {%x}_return = ({%x}/{%x}(-month))-1
but it's irrelevant to the problems.
by Dmitri
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&...
by Dmitri
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.
by Dmitri
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...

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