I do not understand how the returns are calculated
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alessandro caserta
le 11 Nov 2014
Commenté : Guillaume
le 11 Nov 2014
Good morning everyone
I can not understand how they are calculated returns in this part of the code. r4 is the total return vector
series = prices
title(['Final Return = ',num2str(sum(r4),3),' (',num2str(sum(r4)/mean(series2(1,:))*100,3),'%)'])
specifically I do not understand what is the percentage
(',num2str(sum(r4)/mean(series2(1,:))*100,3),'%)'])
thank you so much for your time and cooperation
regards
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Guillaume
le 11 Nov 2014
A much clearer way of writing the exact same code would have been to use sprintf:
title(sprintf('Final Return = %.3f (%.3f%%)', sum(r4), sum(r4)/mean(series2(1, :))*100));
Each %.3f in the sprintf is replaced by the numbers that follow the string, in order. To write a % sign in the string, you need to escape it, hence the %%.
It basically writes a title like: 'Final Return = 12.200 (15.750%)' assuming a sum of 12.2 and sum/mean of .1575.
2 commentaires
Guillaume
le 11 Nov 2014
Well it's the sum of r4 expressed as a percentage of the average (mean) of the first column of series2. Whether or not it means anything, only you can tell.
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