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Upgrade to ProYou are a Quantitative Researcher at Renaissance Technologies. The research team needs daily return series for their factor model. For each security, they need to see today's close price alongside yesterday's close price and the percentage change between them. The LAG function is used to look back one trading day per security.
You are a Quantitative Researcher at Renaissance Technologies. The research team needs daily return series for their factor model. For each security, they need to see today's close price alongside yesterday's close price and the percentage change between them. The LAG function is used to look back one trading day per security.