Can you please add an offset so that I can pull Monday to Monday returns, something like Future%Chg_W(1,-1)? As of now its only possible to pull Friday to Friday returns which introduces a bias because the fundamental data is as of Saturday morning.
We just added Future%Chg_W and already regret it. Weekly series do not have Monday’s close , so to calculate a 1 week future return we either a) use previous Friday’s close or b) use the next Friday. Both are not desirable. I think we will have to undo, and just deprecate these functions.
For short periods use see my post in other thread that recommends using Close_D
Thanks