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Unable to see if the annual return using daily/weekly or monthly return

Open Isaiaheng opened this issue 2 years ago • 0 comments

issue

Hi Team,

Using the function "backtestSummary", Could you advise if the annual return accounts whether daily or weekly or monthly data is used? There is no visibility of how it is calculated and it is not mentioned in the document.

If i use the daily data points versus if i were to use weekly data points, does the annual return take into account if the frequency of the data?

Please advise

Isaiaheng avatar Aug 02 '23 09:08 Isaiaheng