import statsmodels.api as sm
import pandas as pd
data = get_pricing(['PEP', 'KO'], start_date='2005-1-1', end_date='2015-1-1', frequency='daily', fields='price')
data.columns = [sec.symbol for sec in data.columns]
data.plot()
ols = pd.ols(y=data['PEP'], x=data['KO'], window_type='rolling', window=100)
ols.beta.plot(subplots=True)