[Numpy-discussion] Is there a function to calculate ecnomic beta coefficient in numpy given two time series data.
Vineet Jain (gmail)
Wed Jun 4 19:39:29 CDT 2008
Timeseries1 = daily or weekly close of stock a
Timeseries2 = daily or weekly close of market index (spx, qqqq, etc)
Beta of stock a is what I would like to compute as explained in this article
I'm trying to compute the beta of entire stock market (about 15,000
instruments) one stock at a time and would like to use the spiders and qqqq
to represent the overall market.
-------------- next part --------------
An HTML attachment was scrubbed...
More information about the Numpy-discussion