This is what the data looks like:
‘Return’
10%
-30%
0
2.3%
….
How to calculate accumulated return which equals ‘(1+10%)(1-30%)(1+0)(1+2.3%)(1+…)(1+…)…’
THANKS!
This is what the data looks like: ‘Return’ 10% -30% 0 2.3% …. How
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This is what the data looks like:
‘Return’
10%
-30%
0
2.3%
….
How to calculate accumulated return which equals ‘(1+10%)(1-30%)(1+0)(1+2.3%)(1+…)(1+…)…’
THANKS!
I’m going to assume that you have some kind of an array, which looks as below. Then the following bit of code would work.
The key is the prod function, which will multiply all values in the vector. Also, remember that
returnis a keyword, and can’t be used as a variable name.