Asset prices to one-period (log) returns

Calculates one-period simple and log asset return series from asset price series.

Each column selected in the configuration dialog is used to generate two new columns:
* one-period simple return series
* one-period log return series

Required extensions:
- KNIME Expressions (https://hub.knime.com/knime/extensions/org.knime.features.expressions/latest)
- KNIME Quick Forms (https://hub.knime.com/knime/extensions/org.knime.features.js.quickforms/latest)

Options

Price series:: Column(s) containing prices that are used to calculate one-period simple and log returns

Input Ports

: Data table with one or more numeric columns. The column(s) selected in the configuration dialog are interpreted as price series.

Output Ports

: The input data together with the (log) return series that are generated for each price series in the input.

Nodes

Column Expressions2 ×
Breakpoint1 ×
Column Filter1 ×
Column Filter Configuration1 ×
Column List Loop Start1 ×
Show all 17 nodes

Extensions

FeatureKNIME Base nodes
FeatureKNIME Expressions
FeatureKNIME Javasnippet
FeatureKNIME Math Expression (JEP)
FeatureKNIME Quick Forms
Show all 6 modules