Analyzing market factors and metrics to assess asset sensitivity, systematic risk, and portfolio implications
In this we find the factors driving the portfolio with ols regression, check mdoel performance with R square values, and validate model assumptions.
In this we calculate Treasury Beta using multiple linear regression with 7-10 year treasury ETF and equity benchmark return
In this we calculate the 1-year rolling beta w/ S&P500 as benchmark and 1-year rolling standard deviation for 10 major sectors of NYSE stocks
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