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2006 Jan 24
1
Linearize a Function
hi, i calculate the log-returns in return1 and i want to get the performance for the security. with only one security i have the following code # create matrix to keep performance return100=matrix(rep(100,length(return1)+1)) # matrix for the sum z1=matrix(rep(0,length(return1)+1)) # suming up the returns from current index to start for (i...