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s-leroux / fin

Set of tools for personal investment
MIT License
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Implement the logarithmic return algorithm #13

Open s-leroux opened 1 year ago

s-leroux commented 1 year ago

Implement (in Cython) the log return algorithm:

r[i] = ln(p[i]/p[i-i])

or

r[i] = ln(p[i])-ln(p[i-i])