Calculates k-period simple return series from one-period simple return series using the following formula:
R(k) = (1+R_t)*(1+R_(t-1))*...*(1+R_(t-k+1)) - 1
Missing values in the one-period return series are treated as zeros.
Required extensions:
- KNIME Math Expression (JEP) (https://hub.knime.com/knime/extensions/org.knime.features.ext.jep/latest)
- KNIME Quick Forms (https://hub.knime.com/knime/extensions/org.knime.features.js.quickforms/latest)
- Type: TableOne-period return seriesOne or more numeric columns. Each selected column is interpreted as single period simple return series.