Post #1879 by anchak on the Mechanical Investing board

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IIRC - there used to be a screen which uses the linreg ( 1 variable beta essentially) 126 day .... which was available in GTR1

One could potentially have an approximation - but I havent thought thru the math.

As lizgdal points out its (Coeff of Determination) is nothing but R-square [ I have to say - its been a long while someone referred to it as CD - rather than the common name]

If its involves pooling of stocks - you have to check the GTR1 calc - whether it would do it for the universe. If its a single stock the Linreg should work fine

Best

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