In an example found at Use Time Series Processing for Financial Analysis the time series
prices = sp500["PathComponent", "Adj Close"]
is followed by
simpleReturns = TimeSeries[Ratios[prices] - 1, prices["Options"]]
to create a time series of x1/x2-1 price returns. That is the normal way to calculate price returns. But, what is the prices[“Options”] part supposed to do?
TimeSeries[Ratios[prices] - 1] returns exactly the same thing. I don’t understand the