[PerformanceAnalytics] Adding support for dollar returns?
Ivan, What do you mean by dollar returns? You can go from P&L (dollars) to percent by Return.calculate, unless you mean something else? -Ilya On Sat, Nov 29, 2014 at 10:34 PM, Ivan Popivanov <ivan.popivanov at gmail.com> wrote:
It seems to me, that statistics (CAGR, drawdowns, etc) expressed in dollars
are quite common in the literature related to future systems. Do you think
that it makes sense to extend the related PerformanceAnalytics functions to
support dollar-returns (it seems to be no more than adding a flag to the
interface)? Or do you think it really belongs elsewhere?
Thanks in advance,
Ivan
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