How do I regress all stocks over SPY and print the alpha of it? Right now my code is
regression_factor = RollingLinearRegressionOfReturns( target=symbols(8554), returns_length=2, regression_length=50 ) alpha = regression_factor.alpha
and alpha is a RecArrayField object. What is that? According to the documentations it should be something like a data.frame. There's got to be a easier way to do get a data frame showing just the alphas, right? And BTW can we add the code to all the cells in the documentation? I haven't seen many documentations where the code that shows the output is not available. What is the point of the example outputs if we don't have the code to the output?