MATLAB: Annualized rate of return!

annualized rate of return

Hi, I have back-tested a strategy and the total return after 285 weeks is 24%. How would I annualize this? I would like the annualized rate of return in MATLAB.

Any help would be useful.

Best Answer

r^285 = 1.24 so log(r^285) = log(1.24) so 285*log(r) = log(1.24) so log(r) = log(1.24) / 285 so r = exp( log(1.24) / 285) is the weekly interest rate.

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