Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Beta Contest Question

Is the beta that I get when I run a back test the same as my beta to spy that is used for contest??

Thanks

1 response

I think if you set a custom benchmark you might be getting the beta to that benchmark. Otherwise, yes.

Two-year beta must be between -0.3 and 0.3, but it appears that if you want to rank highly you need to get it as close to 0 as possible.