Skip to contents

Closing Equity returns and a rolling regression

Usage

eqtyrtn

Format

eqtyrtn

A tibble with 2529 observations and 6 columns

date

Date Of Observation

EEM

EEM Log daily return

IBM

IBM Log daily return

QQQ

QQQ Log daily return

TLT

TLT Log daily return

p_TLT_QQQ

ROlling 66 business day regression of TLT on QQQ p.value