Can I change the rolling window for rolling analysis?
NGEN Markets Admin
Last Update 2 years ago
Yes. It is very easy to change the rolling windows. Please use working days to specify the window - we have provided this facility to give you maximum flexibility (which wouldn't be the case if we just gave options for 1M, 3M, 6M etc.)
You should use 260 for one year and infer any other period linearly from there.
See the screenshot below showing 1Y, 2Y and 3Y rolling returns:
