Help in rolling calculation

Do you think there exists any other elegant solution?

It doesn't get much simpler or more 'elegant' than that.

This is of course too simple to handle nuanced transaction ordering,
commissions, etc.

Also do you think rollapply or apply.fromstart etc could also be used
to solve such problems?

Yes, but cumprod is written in C underneath,so it's faster to use it if
you can.

Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock