I do not understand how the returns are calculated
3 次查看(过去 30 天)
显示 更早的评论
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
0 个评论
采纳的回答
Guillaume
2014-11-11
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 个评论
Guillaume
2014-11-11
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.
更多回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Stochastic Differential Equation (SDE) Models 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!