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add traditional single factor betas #16

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Jstauth opened this issue Jun 12, 2015 · 2 comments
Closed

add traditional single factor betas #16

Jstauth opened this issue Jun 12, 2015 · 2 comments

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@Jstauth
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Jstauth commented Jun 12, 2015

first off we need to define which sids we want to use to proxy these - i think i said I'd do that, but if @justinlent wants to weigh in please do!

Traditional single factor betas: Equity, Bonds, Credit, Gold, Crude Oil, Volatility

@justinlent
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Upping to high-priority. I'll put my existing work on this, as well as the sector risk factors betas on a branch for someone to work from and productize

@eigenfoo
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eigenfoo commented Aug 1, 2017

Looks like #391 addresses the issue of the risk factor betas, and #25 also expresses a similar need. Closing this issue now.

@eigenfoo eigenfoo closed this as completed Aug 1, 2017
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