Question to those that are proficient with Pandas data frames:
The attached notebook shows my atrocious way of creating a rolling linear regression of SPY. I know there has to be a better and more efficient way as looping through rows is rarely the best solution. I would really appreciate if anyone could map a function to data['lr'] that would create the same data frame (or another method). I'll continue to try and answer my own question and will post if I find a way.
Thank you!
I don't know if you ever found an answer. I couldn't really find a great solution either. I basically manually calculated the regression coefficients. It is not any prettier, but it is quite a bit faster.
(Note: I also changed the line where you assigned data['lr'] = '' to data['lr']=np.nan)
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