This may be obvious Q, but if I have 30 days of daily log returns, how would I convrt to annual log ret? If I sum them I get the log return from day 1 to day 30. Some answers say, you then multiply by (365/30) (assuming Im working w something that trades 24/7).
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Perfect this confirms the answer I have found. Thank you. Wanted to do some performance metrics like returns/volatility, and have heard it's more standard to look at log returns since volatility metrics are based on log returns
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