Profit calculation

[Raghuraman Ramachandran]

Dear guRus

Say I have a price vector, P which is P = c(20,50,40,50) for four
consecutive days.

My initial equity is say $100 and I re-invest the profits made in each
transaction so my equity curve increases.

If I go Long on day 1, short and short on day 2, long and long on day 3 and
finally short on day 4, how do I calculate the total profits using R?
Basically I stay invested at all times.

I have simplified a larger problem by giving a small example.

Thanks for your kind guidance in advance.

Raghu

        [[alternative HTML version deleted]]

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[Bert Gunter]

1. Don't double post. (obviously belongs on finance list)
2. Homework? (we don't do homework on r-help)

-- Bert

On Tue, Jun 19, 2012 at 3:54 PM, Raghuraman Ramachandran <
[hidden email]> wrote:

> Dear guRus
>
> Say I have a price vector, P which is P = c(20,50,40,50) for four
> consecutive days.
>
> My initial equity is say $100 and I re-invest the profits made in each
> transaction so my equity curve increases.
>
> If I go Long on day 1, short and short on day 2, long and long on day 3 and
> finally short on day 4, how do I calculate the total profits using R?
> Basically I stay invested at all times.
>
> I have simplified a larger problem by giving a small example.
>
> Thanks for your kind guidance in advance.
>
> Raghu
>
>        [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

--

Bert Gunter
Genentech Nonclinical Biostatistics

Internal Contact Info:
Phone: [phone]
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[Joshua Ulrich]

On Tue, Jun 19, 2012 at 6:07 PM, Bert Gunter <[hidden email]> wrote:
> 1. Don't double post. (obviously belongs on finance list)
> 2. Homework? (we don't do homework on r-help)
>
We don't do homework on R-SIG-Finance either...

> -- Bert
>

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com

> On Tue, Jun 19, 2012 at 3:54 PM, Raghuraman Ramachandran <
> [hidden email]> wrote:
>
>> Dear guRus
>>
>> Say I have a price vector, P which is P = c(20,50,40,50) for four
>> consecutive days.
>>
>> My initial equity is say $100 and I re-invest the profits made in each
>> transaction so my equity curve increases.
>>
>> If I go Long on day 1, short and short on day 2, long and long on day 3 and
>> finally short on day 4, how do I calculate the total profits using R?
>> Basically I stay invested at all times.
>>
>> I have simplified a larger problem by giving a small example.
>>
>> Thanks for your kind guidance in advance.
>>
>> Raghu
>>
>>        [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
>
> --
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
>
> Internal Contact Info:
> Phone: [phone]
> Website:
> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
>
>        [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.