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joshuaulrich / quantmod

Quantitative Financial Modelling Framework
http://www.quantmod.com/
GNU General Public License v3.0
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ClOp added OHLC.transformations.R #412

Closed GabrielKaiserQFin closed 7 months ago

GabrielKaiserQFin commented 7 months ago

Include Close to next day Open Return.

This is a very trivial contribution to this amazing package.

The function ClOp calculates the return between Close Price at t-1 to Open Price at t. First element must be NA.

GabrielKaiserQFin commented 7 months ago

Include function 'ClOp' that calculates the return between Close Price at t-1 to Open Price at t.

joshuaulrich commented 7 months ago

Thanks for the contribution!