matlab price2ret,Convert return series to price series for time series object

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