jl2012

thank you for the intriguing thread. 

i think people should consider the worst case black swan BETI -2.0  and not always look for BETI +2.0.

just the post above me by user vit05 shows people only look at expected gains but not expected losses.



i have the same question mararn1618 asked about daily values for a and b.

i tried modeling my own table in excel of prior dates and BETI values, before i also realized i was using your static regression parameters.

i see that a = slope; b = intercept, but don't quite follow what i am to do.

what is the formula that i can compute a and b daily myself for any given date?

or would be willing to share a table of historical a and b values?

thank you.