Class IndicatorsMarket._CAPM
Container holding CAPM parameters.
Inherited Members
Namespace: TuringTrader.Indicators
Assembly: TuringTrader.Simulator.dll
Syntax
public class IndicatorsMarket._CAPM
Fields
| Edit this page View SourceAlpha
CAPM alpha time series.
Declaration
public ITimeSeries<double> Alpha
Field Value
Type | Description |
---|---|
ITimeSeries<double> |
Beta
CAPM beta time series.
Declaration
public ITimeSeries<double> Beta
Field Value
Type | Description |
---|---|
ITimeSeries<double> |