Beta - The Chartist

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July 15, 2024 at 10:39 am #102305

JulianCohen
Participant

Not sure if anyone noticed this little nugget from Marsten in the RT Forum

Parameters:
   len: 100 // or whatever you want

Data:
   roc1: roc(c,1)
   indroc1: extern($SPY, roc1)
   beta: slope(roc1, indroc1, len)

July 16, 2024 at 11:41 pm #116216

KateMoloney
Participant

Is this the post you are talking about?

https://forum.mhptrading.com/t/beta-formula/1341

July 17, 2024 at 4:21 am #116217

JulianCohen
Participant

Actually no, but I can’t find the one I saw it in now. Doesn’t matter…I always wanted to test beta so now I can
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