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Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 7 » Logarithmic Returns (Blocks)

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PBorden
Posted : Monday, May 7, 2007 9:09:44 AM
Registered User
Joined: 4/30/2007
Posts: 5
 I'm looking for a way to display the logarithmic returns of a name in blocks player. Specifically, as defined by

St = ln(Pt/P(t-1))
where St = log return @ time t
Pt = price at time t

Any suggestions?
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