[Numpy-discussion] Is there a function to calculate ecnomic beta coefficient in numpy given two time series data.

[Vineet Jain (gmail)]

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
on Wikipedia:

 

http://en.wikipedia.org/wiki/Beta_coefficient

 

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. 

 

Thanks,

 

Vineet

 

 

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.python.org/pipermail/numpy-discussion/attachments/20080604/aacc2073/attachment.html>