// turtle_portfolio_performance // turtle_portfolio_transaction // turtle_portfolio include_once 'dbfunction.php'; //include_once 'portfolio_selection.php'; include_once 'turtle_share_module.php'; include_once 'stats_module.php'; if ($_GET['action'] == 'test_cov') { $count = 0; $spy = array(); $stock = array(); $today_date = date("Y-m-d"); $year_ago_date = date('Y-m-d', strtotime('-1 year')); $spy = stock_return('SPY', $year_ago_date, $today_date); $stock = stock_return('AAPL', $year_ago_date, $today_date); $cov = stat_cov($spy, $stock); print "cov: {$cov} \n"; $cc = stat_corr_coef($spy, $stock); print "corr coeff: {$cc} \n"; $r_squared = stat_r_squared($spy, $stock); //$r_sqaured = pow($cc, 2); print "r sqaured: {$r_squared} \n"; //$beta = stat_cov($spy, $stock) / stat_var($spy); $beta = stat_beta($spy, $stock); print "beta: {$beta} \n"; } else { if ($_GET['action'] == 'test_calculate_portfolio_beta') { $today_date = date("Y-m-d"); $year_ago_date = date('Y-m-d', strtotime('-1 year')); $spy = stock_return('SPY', $year_ago_date, $today_date); $count = 0;
function stat_beta($data1, $data2) { return stat_cov($data1, $data2) / stat_var($data1); }