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 7:25 am

    #1395910

    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.

    If you have a question about a method or problem not in the article, please post a question in the T-SQL forum for your version instead.