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Mukesh Ram

How to implement CAPM?

Programming

This may be a simple question. 
My trading idea is to buy stocks which have positive excess return base on CAPM theory. 
Anyone can give some guidance how the backtest code should be?

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Posted on : 2023-12-14 07:27:40.937645
 
Terminator
Can you share what have you coded so far? 
It's better for others to comment on your existing code. 

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Posted on : 2023-12-17 09:25:03.503015
 
Money
I can help coding this strategy for you. pm me. 
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Posted on : 2024-01-06 11:19:37.076459