ret2tick (fts)
Convert return series to price series for time series object
ret2tick (fts) is not recommended. Use ret2tick instead.
Syntax
priceFts = ret2tick(returnFts)
priceFts = ret2tick(returnFts,'PARAM1',VALUE1,'PARAM2',VALUE2', ...)
Arguments
returnFtsFinancial time series object of returns.
'PARAM1'(Optional) StartPrice is a Numeric value
and is a scalar or 1-by-N vector of initial prices
for each asset. If StartPrice is unspecified or empty, the initial price
of all assets is 1.
'PARAM2'(Optional) StartTime is Date value for a
scalar date number or a single date character vector specifying the starting time for the
first observation. This date is applied to the price series of all assets.
Note
The first period price value of the resulting price series will n