return or log return
6 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi there, I downloaded 2 sets of financial data from yahoo finance earlier.
I am calculating the daily returns by using the opening price and closing price (CP-OP)/CP........Now when I log this I get negative values even though I have positive returns on some days. Additionally it does not allow me to compute correlation and coefficient.
Can anybody tell me if I am doing something wrong or should I not take the log of the return?
Even when I log CP/OP it still gives bad values.
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Financial Toolbox finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!