Rolling Returns

Test different rolling windows

  • Tickers: Enter a valid ticker for any publicly traded security on North American markets. Reminder: Canadian securities should have the suffix ".to". Classes of shares, such as BRK class A and B, should be entered with a dash ( - ).
  • Granularity: This field changes the granularity of the raw data that is used. Note: all time sensitive fields will assume 253 trading days per year for daily data.
  • Inflation adjustment: This field will inflation adjust the data used to either a Canadian or American inflation benchmark.
  • Currency adjustment: This field will display data in either USD or CAD terms. Different securities are considered indepentently based off which currency they trade in. Note: this feature is currently not supported for CSV data.
  • Start date: This will be the start of the data. Leave blank to start the data at inception.
  • End date: This will be the end of the data. Leave blank to end the data at present.
  • Roll window: This is the time period that will be used for the window size. This must be less then the amount of sample data available.