Beta

Definition

The covariance of an instrument's returns with benchmark returns divided by the benchmark variance.

Boundary

Historical beta is unstable and changes with leverage and shifts in the instrument.

Role distribution

Market regimes

Common parameters

Frequent co-occurrence

• Breakout4
• Stop Loss4
• Overbought3
• ATR2
• False Signal2
• Oversold2
• Take Profit2
• Add Position1
• Basis1
• Channel1

Semantic relations

• Basis ← CorrelationBeta is calculated from covariance and benchmark variance.

Evidence strategies

• 一种基于带通滤波反转策略Bandpass-Filter-Reversed-StrategyFilter
• Momentum-Alpha策略Momentum-Alpha-StrategyFilterInferred
• 基于核平滑多重均线的自适应趋势追踪系统-Adaptive-Trend-Following-System-with-Kernel-Smoothed-Multiple-Moving-AveragesFilterInferred
• 多指标趋势追踪策略Multi-indicator-Trend-Following-StrategyContextInferred
• 多因子回归与动态价格带策略的量化交易系统-Multi-Factor-Regression-and-Dynamic-Price-Band-Quantitative-Trading-SystemFilterInferred
• 均自适应通道价格突破策略Adaptive-Moving-Average-Channel-Breakout-StrategyContextInferred
• 基于高斯通道与随机RSI的多重指标自适应交易策略-Multi-Indicator-Adaptive-Trading-Strategy-Based-on-Gaussian-Channel-and-Stochastic-RSIFilterInferred
• 双重反转均衡策略Dual-Reversion-Balance-StrategyContextInferred
• 高斯波浪预测策略The-Gauss-Wave-Forecasting-StrategyContextInferred
• 动量自适应高斯通道多周期策略-Momentum-Adaptive-Gaussian-Channel-Multi-Period-StrategyContextInferred
• 双边波段过滤策略Dual-Bandpass-Filter-StrategyContextInferred

Corpus quotes