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Hi, All:
Given data1 and data2, does anyone have code for determining the
alpha and/ or beta of one data stream with respect to the other?
As I understand it, they're calculated as follows:
Total Return of Stock = Beta * Total Return of S&P500 (e.g.) + Alpha
A best fit line is calculated using linear regression...
Cheers,
CAB VINTON
cvinton@xxxxxxxxxxxxxx
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