R help - Jun 2012 - Profit calculation

Dear guRus

Say I have a price vector, P which is P = c(20,50,40,50) for four
consecutive days.

My initial equity is say $100 and I re-invest the profits made in each
transaction so my equity curve increases.

If I go Long on day 1, short and short on day 2, long and long on day 3 and
finally short on day 4, how do I calculate the total profits using R?
Basically I stay invested at all times.

I have simplified a larger problem by giving a small example.

Thanks for your kind guidance in advance.

Raghu

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1. Don't double post. (obviously belongs on finance list)
2. Homework? (we don't do homework on r-help)

-- Bert

On Tue, Jun 19, 2012 at 3:54 PM, Raghuraman Ramachandran <
optionsraghu@gmail.com> wrote:
> Dear guRus
>
> Say I have a price vector, P which is P = c(20,50,40,50) for four
> consecutive days.
>
> My initial equity is say $100 and I re-invest the profits made in each
> transaction so my equity curve increases.
>
> If I go Long on day 1, short and short on day 2, long and long on day 3 and
> finally short on day 4, how do I calculate the total profits using R?
> Basically I stay invested at all times.
>
> I have simplified a larger problem by giving a small example.
>
> Thanks for your kind guidance in advance.
>
> Raghu
>
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>
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> PLEASE do read the posting guide
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> and provide commented, minimal, self-contained, reproducible code.
>


-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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Phone: 467-7374
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