D07-F09-A04 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Rolling Alpha
What average return remained after the selected rolling benchmark relationship? 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
alpha_t=mean(r_asset)-beta_t*mean(r_benchmark), with frequency and excess-return convention declared
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