Fama French Beta for Mutual Funds

James Han shared this idea 6 years ago
Under Consideration

https://app.futuresimple.com/sales/deals/60455433

Prospect - Caleb Hopkins - Navigate Wealth

I think we calculate it ourselves: https://github.com/ycharts/ycharts/blob/efb1189bd871e8d6c66a96c8e2b6c281a4e914db/apps/calculations/executor/monthly/beta_calc.py

Anyway, Direct has it and it's something he's interested in as a DFA client. I believe it's as easy as creating the beta calculation on the Fama French returns.

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