rowwise iteration in r on a data table

Question

library(quantmod)
library(PerformanceAnalytics)
getSymbols(\"YHOO\",src=\"google\")
stock_dat=data.table(PerformanceAnalytics::
CalculateReturns(Cl(YHOO)[1:10],\'discret         


        

Answer 1

You can use the cumulative product like this:

DT <- fread("      YHOO.Close Price     D
                     NA 25.61    NA
            0.048418586  0.00 26.85
            0.033147114  0.00  0.00
            0.006488825  0.00  0.00
           -0.012177650  0.00  0.00
            0.040609137  0.00  0.00
            0.017421603  0.00  0.00
            0.008561644  0.00  0.00
           -0.005432937  0.00  0.00
           -0.008193923  0.00  0.00")

DT[, res := Price[1] * c(1, cumprod(1 + YHOO.Close[-1]))]
#      YHOO.Close Price     D   res
# 1:           NA 25.61    NA 25.61
# 2:  0.048418586  0.00 26.85 26.85
# 3:  0.033147114  0.00  0.00 27.74
# 4:  0.006488825  0.00  0.00 27.92
# 5: -0.012177650  0.00  0.00 27.58
# 6:  0.040609137  0.00  0.00 28.70
# 7:  0.017421603  0.00  0.00 29.20
# 8:  0.008561644  0.00  0.00 29.45
# 9: -0.005432937  0.00  0.00 29.29
#10: -0.008193923  0.00  0.00 29.05