How to calculate 30 days standard deviation in annualized term

To calculate 30 days standard deviation in the annualized term, you need to multiply daily standard deviation by the square root of a period like 253 days. This assumes there are 253 trading days in a given year. Int this example, the period is stored in count column.

roll_sd(adjusted, n = 30, fill = NA) * sqrt(count)

For getting trading days for a year, you can group by the time series financial data by the year, then create a count column by n().