New Data download tool and normalization consistency across downloads

AI Machine Learning
13

Thanks, just to clarify:

  1. Sync to download always assured if I take a multiple of 5 days (no worries about holidays)
  2. Ret%Chg_D(5) absolute returns to calculate strategy returns
  3. Rel%Chg_D(5, GetSeries(“SPY”)) to get excess returns against the S&P500
    in the case 2 and 3 I need to take care of the shift in the python code (preferred)

This is correct?

This was a bit confusing, as absolute returns should have no series: Ret%Chg_D(bars [,offset,series])

best
Carsten