I want to know how to access the value weighted return function from the SASECRSP library
my data is of the following form
obs |ticker | date | volume |price
1 | aapl |05/01/2023 | 121 | 100$
2 | civi |05/01/2023 | 34 | 200$
.
.
.
200000 | .....|.....................|.............|...........
so I want to add a column in my data set that representes the value weighted return for the given stock for that specific date in the previous data dell, but I dont understand the documentation for retrieving the datat from the SASECRESP library
Best Regards,
Jose Fernandez
