Constructed a quantitative factor using Rolling Beta from the CAPM Model and backtested a long short beta trading strategy to beat the S&P 500 Benchmark during high volatile market regimes.
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Constructed a quantitative factor using Rolling Beta from the CAPM Model and backtested a long short beta trading strategy to beat the S&P 500 Benchmark during high volatile market regimes.
abhishekprog0/LongShortBetaStrategy
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Constructed a quantitative factor using Rolling Beta from the CAPM Model and backtested a long short beta trading strategy to beat the S&P 500 Benchmark during high volatile market regimes.
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