|About the 5,15,30 day returns...
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|Author:||mjedlin66 [ Tue Jun 30, 2020 12:09 pm ]|
|Post subject:||About the 5,15,30 day returns...|
So I finally found that problem and fixed it. They should all be recalculated now.
But did you all realize that these are calendar-day returns that include weekends and holidays?
That threw me off when I was looking for the bug. The 5 day return for 6/30 is the difference from 6/30 - 6/25. So it's only 2 trading days. I'm not used to doing math that way.
Maybe you all knew that already. But is that the way it should work, or should the 5-day return (and others) show you the return from the last 5 trading days?
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