kindly looking for help. I have a hedge fund data year 2010 to 2019 contains dates and thousand of funds and the risk variable. I want to use a 24-month rolling regression to find the beta coefficient, then make a quintile portfolio based on the beta. to find the next month's hedge fund average return for each quintile and next month risk factor-alpha for each quintile. looking for help in code if anyone did the same analysis. thank you