Open
Description
Currently, we only officially support daily returns and positions streams. Some tear sheets and plots work okay with other frequencies of data (e.g. monthly). Other plots and performance functions, namely the beta and Fama-French factors, will fail to compute accurate measures because they compare their daily reference data to whatever is thrown at them.
It would definitely be useful to support different frequencies if we can do it in a way that's elegant. I'm not sure what the best way to do this is, open for input and help.