ChangelogAnalytics

Beta now corrects for markets that close at different times

London closes hours before New York, so a daily beta against a US market understates how much a London book moves with it. Aegis now applies a Dimson adjustment to those books and names it on screen.

Released by TradePolaris

Each entry records what shipped on that date.

What changed

  • The adjustment uses the prior, current and next day's market return
  • US-only books keep their plain daily beta

← Every TradePolaris release

TradePolaris is research software, not investment advice. Backtested and hypothetical results do not predict future performance. Trading is paper (simulated) only. See our Disclaimer.