Daily return statistics

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Daily return statistics

Please make sure you have the most updated mfd_dm package for Stata installed for this post.

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net from "http://www.researchforprofit.com/stata/mfd_dm"
net from "http://www.researchforprofit.com/stata/mfd_tex"
* click on the blue mfd_dm package and then "click here to install" 
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clear all
cd "/users/mfd/desktop"
mfd_dm_components, symbol(^DJI)
levelsof Symbol, local(tickers)
mfd_dm_prices `tickers' SPY, freq(d) chg(ln) start(01jan2014) end(31dec2014) field(c o h l v)


foreach aa in `tickers' {
	qui: summ ln_`aa'
	mfd_tex, saving("Daily_Stats_2014") custom("`aa',`r(N)',`r(mean)',`r(sd)',`r(min)',`r(max)',`r(sum)'")	
}

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