FIN 476: Time Series Characteristics of Alpha and Beta

This code will test whether a stock has a significant alpha over the last 5040 calendar days.  It will then calculate alpha and beta over each 30 day subinterval and test whether alpha in one period can be used to predict alpha in the next period.  The time series of alphas and betas are also plotted.  The code is here: time_series_alpha.

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