OLS Beta N (OLS_BETAN)

QuantNexus indicator page for rolling regression beta.

Route: /quantnexus/indicators/ols-betan/

What It Does

OLS_BETAN estimates a rolling ordinary least squares beta value for the input series.

Formula

beta = covariance(y, x) / variance(x) over the selected window, using the series' rolling regression context.

Parameters

• period - default 10

C++23 API

#include <nonabt/indicators/ols_betan.hpp>
auto beta = std::make_unique<nonabt::OLS_BETAN>(data().close(), 10);

Common Usage

• Use it to evaluate relative sensitivity in a rolling fit.
• Treat it as an analysis tool rather than a direct entry trigger.
• Pair it with slope or transformation outputs if you need richer regression context.