Performance Analytics Calendar Returns
On Wed, Sep 5, 2012 at 12:21 AM, Nikos Rachmanis
<nikos.rachmanis at gmail.com> wrote:
However, I am trying to transform the daily returns of my P&L (which also include gaps) to monthly and unfortunately the to.monthly does not work very well. i am currently trying table.TrailingPeriods and rollapply. Any other ideas or functions?
?apply.monthly apply.monthly(PnL, sum) -Garrett