On May 10, 5:07 am, Mark Carter <[email protected]> wrote: > Are you trying to get an idea of portfolio performance? If so, then I > recommend using the fstats function, as it is based on cash flow, and > is therefore able to provide a "true" rate of return. I can discuss > more if you're interested.
Yes, I'm interested in portfolio performance for both long and short positions. Can fstats compute rate of return for short positions in a portfolio? Where may I obtain fstats? Is it part of TACC or part of a separate project? Derek
