mk0417

https://github.com/stefan-jansen/machine-learning-for-trading/blob/main/11_decision_trees_random_forests/00_data_prep.ipynb Why minus market premium when estimating market beta? `factor_data['return_1m'] -= factor_data['Mkt-RF']` The dependent variable should be the difference between stock return and risk-free rate `factor_data['return_1m'] -= factor_data['RF']`