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Alfa & Beta

Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=5227
Forum: 17 · Topic 5227 · 5 post(s)

Apprentice · Sat Jul 16, 2011 8:18 am

Alfa The difference between the fair and actually expected rates of return on a stock is called the stock’s alpha.

Beta The Beta coefficient is a measure of a stock’s (or portfolio’s) volatility in relation to the rest of the market.

These two coefficients are the foundation of modern portfolio theory. In this version I compare the two currency pairs.

In the future I plan to add comparison portfolio / market. But before that I have come up with Index to track market trends.

Apprentice · Wed Mar 08, 2017 3:38 pm

Indicator was revised and updated.

jaricarr · Wed Sep 13, 2017 12:38 am

Hi Apprentice,

Is there any information on how to use these indicators ?

Apprentice · Wed Sep 13, 2017 2:55 am

Unfortunately no. Was requested by a user.

Apprentice · Sun Sep 23, 2018 7:17 am

The Indicator was revised and updated.

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