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peev / cryptobeast-reactjs

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Beta calculation #315

Closed KudraVello closed 5 years ago

KudraVello commented 5 years ago

https://www.investopedia.com/articles/financial-theory/09/calculating-beta.asp

beta = covar (the set of hist. data) / var (index data)

TeodorKolev commented 5 years ago

Portfolio beta = sum of each (asset weight / total portfolio weight) * asset beta https://www.youtube.com/watch?v=nRRhzsiVT9s