D07-F09-A03 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Rolling Beta
How sensitive were asset returns to benchmark returns in the current sample? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
beta_t=cov(r_asset,r_benchmark)/var(r_benchmark) over aligned window n
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7