# Monthly Midpoint return

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## Monthly Midpoint return

 Hi Phil here, Sorry for bothering you all with this idiotic question but I can't find a simple way to go forward. I can't manage to get the midpoint monthly returns from an daily price xts object.I know how to get monthly endpoints by using "to.monthly()"  but I can't figure how to transform the daily object to monthly midpoint. Lets say the midpoint is the first day trading day around the 15:th in a month or every 30:th day. Anybody have encounter this "problem" and/or have a solution. Have a great evening/afternoon/morning! Cheers,Student               [[alternative HTML version deleted]] _______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance-- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
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## Re: Monthly Midpoint return

 On Wed, 2015-06-17 at 12:10 +0000, Phil Steel wrote: > Sorry for bothering you all with this idiotic question but I can't find a simple way to go forward. > I can't manage to get the midpoint monthly returns from an daily price xts object.I know how to get monthly endpoints by using "to.monthly()"  but I can't figure how to transform the daily object to monthly midpoint. Lets say the midpoint is the first day trading day around the 15:th in a month or every 30:th day. > Anybody have encounter this "problem" and/or have a solution. I'm not entirely sure I understand your question.   If you want the mean/median of the monthly series, or any other calculable stat, you can use period.apply. If you want a particular point in time, like the 15th of each month, then use 'endpoints' or subset the index to get the points you're looking for. Regards, Brian -- Brian G. Peterson http://braverock.com/brian/Ph: 773-459-4973 IM: bgpbraverock _______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance-- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
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## Re: Monthly Midpoint return

 Hi Brian and everybody else, its downloaded stock prices I want to transform to middle of month stock price. endpoints give end of month doesn't it?if Im using endpoints I get a really strange result with a lot of NA:s My Data starts with the 15:th som my idea it transforming the data to.monthly somehow My function is ("provided" by Ulrich): monthly = function(x){  sym <- sub("\\..*\$", "", names(x)[1])  Ad(to.monthly(x, indexAt = 'lastof', drop.time = TRUE, name = sym))} best regards,Phillip > Subject: Re: [R-SIG-Finance] Monthly Midpoint return > From: [hidden email] > To: [hidden email] > CC: [hidden email] > Date: Wed, 17 Jun 2015 07:37:31 -0500 > > On Wed, 2015-06-17 at 12:10 +0000, Phil Steel wrote: > > Sorry for bothering you all with this idiotic question but I can't find a simple way to go forward. > > I can't manage to get the midpoint monthly returns from an daily price xts object.I know how to get monthly endpoints by using "to.monthly()"  but I can't figure how to transform the daily object to monthly midpoint. Lets say the midpoint is the first day trading day around the 15:th in a month or every 30:th day. > > Anybody have encounter this "problem" and/or have a solution. > > I'm not entirely sure I understand your question.   > > If you want the mean/median of the monthly series, or any other > calculable stat, you can use period.apply. > > If you want a particular point in time, like the 15th of each month, > then use 'endpoints' or subset the index to get the points you're > looking for. > > Regards, > > Brian > > > -- > Brian G. Peterson > http://braverock.com/brian/> Ph: 773-459-4973 > IM: bgpbraverock >               [[alternative HTML version deleted]] _______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance-- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
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## Re: Monthly Midpoint return

 If you're going strictly for mid-month, 2/7ths of the time, that's a weekend, and don't forget holidays. On Jun 17, 2015 10:23 AM, "Phil Steel" <[hidden email]> wrote: > > > > Hi Brian and everybody else, > its downloaded stock prices I want to transform to middle of month stock > price. > endpoints give end of month doesn't it?if Im using endpoints I get a > really strange result with a lot of NA:s My Data starts with the 15:th som > my idea it transforming the data to.monthly somehow > My function is ("provided" by Ulrich): > monthly = function(x){  sym <- sub("\\..*\$", "", names(x)[1]) > Ad(to.monthly(x, indexAt = 'lastof', drop.time = TRUE, name = sym))} > > best regards,Phillip > > Subject: Re: [R-SIG-Finance] Monthly Midpoint return > > From: [hidden email] > > To: [hidden email] > > CC: [hidden email] > > Date: Wed, 17 Jun 2015 07:37:31 -0500 > > > > On Wed, 2015-06-17 at 12:10 +0000, Phil Steel wrote: > > > Sorry for bothering you all with this idiotic question but I can't > find a simple way to go forward. > > > I can't manage to get the midpoint monthly returns from an daily price > xts object.I know how to get monthly endpoints by using "to.monthly()"  but > I can't figure how to transform the daily object to monthly midpoint. Lets > say the midpoint is the first day trading day around the 15:th in a month > or every 30:th day. > > > Anybody have encounter this "problem" and/or have a solution. > > > > I'm not entirely sure I understand your question. > > > > If you want the mean/median of the monthly series, or any other > > calculable stat, you can use period.apply. > > > > If you want a particular point in time, like the 15th of each month, > > then use 'endpoints' or subset the index to get the points you're > > looking for. > > > > Regards, > > > > Brian > > > > > > -- > > Brian G. Peterson > > http://braverock.com/brian/> > Ph: 773-459-4973 > > IM: bgpbraverock > > > > >         [[alternative HTML version deleted]] > > _______________________________________________ > [hidden email] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance> -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. >         [[alternative HTML version deleted]] _______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance-- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.