R help - Jan 2011 - Calcuting returns

Dear R forum helpers,I have following datatrans <-
data.frame(currency_transacted = c("EURO", "USD",
"USD", "GBP", "USD", "AUD"),
position_amt = c(10000, 25000, 20000, 15000, 22000, 30000))date <-
c("12/31/2010", "12/30/2010", "12/29/2010",
"12/28/2010", "12/27/2010", "12/24/2010",
"12/23/2010", "12/22/2010", "12/21/2010",
"12/20/2010")USD  <- c(112.05, 112.9, 110.85, 109.63, 108.08,
111.23, 112.49, 108.87, 109.33, 111.88)GBP  <- c(171.52, 168.27,169.03,
169.64, 169.29, 169.47, 170.9, 168.69, 170.9, 169.96)EURO <- c(42.71, 42.68,
41.86, 44.71, 44.14, 44.58, 41.07, 42.23, 44.55, 41.12)CHF  <- c(41.5, 41.47,
42.84, 43.44, 43.69, 42.3, 42.05, 41.23, 42.76, 43.79)AUD  <- c(109.55,
102.52, 114.91, 122.48, 122.12, 123.96, 100.36, 110.19, 121.58, 103.46)These are
the exchange rates and I am trying calculating the returns. I am giving only a
small portion of actual data as I can't send this as an attachment.Actually,
I have stored these as csv files (i.e. as
 transactions.csv and currency.csv files respectively) in my

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", "USD",
"USD", "GBP", "USD", "AUD"),
position_amt = c(10000, 25000, 20000, 15000, 22000, 30000))date<-
c("12/31/2010", "12/30/2010", "12/29/2010",
"12/28/2010", "12/27/2010", "12/24/2010",
"12/23/2010", "12/22/2010", "12/21/2010",
"12/20/2010")USD<- c(112.05, 112.9, 110.85, 109.63, 108.08, 111.23,
112.49, 108.87, 109.33, 111.88)GBP<- c(171.52, 168.27,169.03, 169.64, 169.29,
169.47, 170.9, 168.69, 170.9, 169.96)EURO<- c(42.71, 42.68, 41.86, 44.71,
44.14, 44.58, 41.07, 42.23, 44.55, 41.12)CHF<- c(41.5, 41.47, 42.84, 43.44,
43.69, 42.3, 42.05, 41.23, 42.76, 43.79)AUD<- c(109.55, 102.52, 114.91,
122.48, 122.12, 123.96, 100.36, 110.19, 121.58, 103.46)These are the exchange
rates and I am trying calculating the returns. I am giving only a small portion
of actual data as I can't send this as an attachment.Actually, I have stored
these as csv files (i.e. as
>   transactions.csv and currency.csv files respectively) in my
>
>
>
>
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-- 
Patrick Burns
pburns at pburns.seanet.com
twitter: @portfolioprobe
http://www.portfolioprobe.com/blog
http://www.burns-stat.com
(home of 'Some hints for the R beginner'
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