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Convert2dIndexArrayToLogRelativeReturns

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Answer  

Convert2dIndexArrayToLogRelativeReturns
0.009756174945364660.0184147020213315-0.0281708769666963
0.00975617494536466-0.00975617494536480

Parameter NameInputAn input expression?Delimiter
IndexArray
BenchmarkIndexVector
NoIndices
NoSeriesElements

Calculation description
Time-stamp calculation?  
  


Function Description

Returns an array of logged relative returns given as input an array of index values, for several different series simultaneously, i.e. if input array is  for ,  (actually passed as a unidimensional array of size  whose ’th element is ) and benchmark index vector is  for  then returns an output array  for ,  (actually passed as a unidimensional array of size  whose ’th element is ) calculated as:

 

 


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