Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.
Sunday, November 29, 2020
Testing significance for Alphas CAPM
Hello everybody,
I have calculated monthly alphas and betas for monthly fund data from different portfolioids. How can I test the statistical significance of all calculated alphas? Can I do it with the fama macbeth regression?
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