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Compute Daily Log Returns from Price Data

Source: R/get_stock_returns.R
get_stock_returns.Rd

Calculates daily log returns from the adjusted closing price column produced by get_stock_prices(). Validates input and handles edge cases.

Usage

get_stock_returns(prices)

Arguments

prices

A tibble returned by get_stock_prices().

Value

A tibble with columns symbol, date, daily_return.