Home Forums Article Discussions Article Discussions by Author Discuss content posted by John Ryle Calculating Stock Returns Using the ROW_NUMBER function and CTEs RE: Calculating Stock Returns Using the ROW_NUMBER function and CTEs

  • October 18, 2011 at 7:19 am

    #1395902

    pvoutov (10/18/2011)

    There are two different ways to calculate weekly returns. The methodology you're using implies holding for an entire week (using weekly prices). A more complicated methodology would compound daily, I'd be interested in seeing a CTE solution for it if one exists.

    Supply some sample data in an easily-consumed format, a sample of required output...and wait a while.

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