Hello!, I'm currently trying to merge a set of asset returns from a CSV file, we h

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1

Hello!, I’m currently trying to merge a set of asset returns from a CSV file, we have two assets and I have got them into a dataframe along with the timestamp, as follows

Row │ timestamp   brka      brkb    
     │ Date        Float64   Float64 
─────┼───────────────────────────────
   1 │ 2009-12-31   99200.0  3286.0
   2 │ 2010-01-04   99600.0  3311.0
   3 │ 2010-01-05   99710.0  3327.0

i’m trying to run this piece of code diff(log.(asset[:, x])) where x is the column and put that data into another dataframe with the timestamps (there will be 1 less row in the new dataframe as there will be no theoretical difference between row 0 and row 1)

does anybody have any solutions as to my best approach here, i understand the maths, but i’ve been using julia like 3 days and dont know what it’s capable of

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Solution Courtesy of Peter Deffebach

df = DataFrame()
nms = [:brka, :brkb]
for x in nms
    df[:, x] = diff(log.(asset[:, x]))
end
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