johnberena / quantdesk

Automatically exported from code.google.com/p/quantdesk
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add support for financial "beta" #19

Open GoogleCodeExporter opened 8 years ago

GoogleCodeExporter commented 8 years ago
Currently there is support for correlations to a given symbol.

I also want "beta" relative to a symbol.

http://en.wikipedia.org/wiki/Beta_%28finance%29

Normally beta requires a stock market index to calculate against.

But in this case I want instead to specify the symbol, e.g. SPY, QQQQ, IWM

Original issue reported on code.google.com by atra...@gmail.com on 24 Jun 2010 at 1:22

GoogleCodeExporter commented 8 years ago
I would like to work on this issue. I am not sure if I should assign myself to 
it, or wait for someone else to do it.  Let me know.

Original comment by khadga...@gmail.com on 24 Jun 2010 at 8:09

GoogleCodeExporter commented 8 years ago
hi Karim, I am assigning you. Please change the status to Started when you 
begin work.

Original comment by atra...@gmail.com on 26 Jun 2010 at 3:44

GoogleCodeExporter commented 8 years ago

Original comment by khadga...@gmail.com on 28 Jun 2010 at 5:49