GRU Dynamic Beta

Getting Started

  • Installation
    • Requirements
    • Installing from PyPI
    • Data Installation
    • Full Installation
    • Development Installation
    • GPU Support
    • Verifying Installation
    • Troubleshooting
  • Quickstart
    • Estimate Beta in 3 Lines
    • Using Presets
    • Comparing Multiple Stocks
    • Using Your Own Data
    • Command Line
    • Advanced Usage
    • Understanding the Output
    • Key Parameters
    • Comparing with Benchmarks
    • Saving and Loading Models
    • Next Steps

User Guide

  • Basic Usage
    • The DynamicBeta Class
      • Creating a Model
      • Using a Configuration Object
    • Input Data Formats
      • NumPy Arrays
      • Pandas Series
      • With Date Index
    • The fit_predict Method
    • Separate Fit and Predict
    • Understanding Results
      • NaN Values
      • Working with Results
    • Visualization
      • Built-in Plotting
      • Custom Visualization
    • Model Persistence
      • Saving Models
      • Loading Models
    • Error Handling
  • Advanced Features
    • Using OHLCV Data
      • Feature Configuration
    • Macroeconomic Features
      • Preparing Macro Data
      • Recommended Macro Features
    • Custom Feature Engineering
    • Walk-Forward Configuration
    • Loss Function Tuning
      • Lambda Beta (Stability)
      • Lambda Alpha (Sparsity)
      • Lambda Alpha Smooth (Temporal Smoothness)
    • Network Architecture
    • Multi-Asset Analysis
    • GPU Acceleration
    • Batch Processing
  • Data Preprocessing
    • Overview
    • Lookahead Bias Prevention
      • How GRU Dynamic Beta Prevents Lookahead
      • Verifying No Lookahead
    • Input Data Requirements
      • Stock/Market OHLCV Data
      • Macro Data
    • Feature Groups
      • Market Technical Features
      • Stock-Specific Features
      • Calendar Features
    • Custom Preprocessing
      • Adding Custom Features
      • Subclassing DataPreprocessor
    • Saving Processed Data
      • Loading Processed Data
    • Data Quality Checks
  • Model Evaluation
    • BetaEvaluator
    • Key Metrics
      • Prediction Accuracy
      • Beta Statistics
      • Alpha Statistics
    • Benchmark Comparison
    • Diagnostic Tests
      • Lookahead Bias Test
      • Stationarity Test
      • Residual Autocorrelation
    • Visualization
      • Beta Trajectory Plot
      • Rolling Performance
      • Model Comparison Plot
    • Generating Reports
  • Best Practices
    • Data Requirements
      • Minimum Data Size
      • Data Quality
    • Parameter Selection
      • Lookback Window
      • Lambda Beta (Stability)
      • Lambda Alpha (Sparsity)
      • Lambda Alpha Smooth (Temporal Smoothness)
      • Walk-Forward Step Size
    • Avoiding Common Pitfalls
      • 1. Lookahead Bias
      • 2. Overfitting
      • 3. Insufficient Training
      • 4. Regime Changes
    • Production Deployment
      • Model Versioning
      • Monitoring
      • Retraining Schedule
    • Performance Optimization
      • Memory Management
      • GPU Utilization
      • Batch Processing
    • Validation Checklist

API Reference

  • Convenience API
    • format_summary()
    • estimate_beta()
    • compare_betas()
    • quick_report()
  • Presets
  • Exceptions
  • Core API
    • DynamicBeta
    • DynamicBetaConfig
    • Example Usage
      • Basic Usage
      • Using Configuration Object
      • Save and Load
  • Preprocessing API
    • DataPreprocessor
    • FeatureConfig
    • Functions
    • Example Usage
      • Simple Preprocessing
      • Full Feature Engineering
      • Saving Processed Data
  • Models API
    • GRUBetaModel
    • DualPathwayGRU
    • CAPMLoss
    • TFEnvironment
    • Architecture Overview
      • Loss Function
    • Example: Custom Model
  • Evaluation API
    • BetaEvaluator
    • DiagnosticTests
    • Benchmark Functions
    • Example Usage
      • Basic Evaluation
      • Model Comparison
      • Diagnostic Tests
  • Utilities API
    • Validation Functions
    • Data Manipulation
    • Performance Metrics
    • Portfolio Functions
    • Example Usage
      • Lookahead Validation
      • Rolling Beta Benchmark
      • Hedging Calculation

Development

  • Changelog
    • [0.2.0] - Unreleased
      • Added
      • Changed
    • [0.1.3] - 2026-02-20
      • Added
      • Changed
    • [0.1.2] - 2026-02-11
      • Fixed
    • [0.1.1] - 2026-02-06
      • Added
    • [0.1.0] - 2026-01-23
      • Added
      • Technical Details
    • Future Plans
      • [0.3.0] - Planned
      • [0.4.0] - Planned
  • Contributing
    • Ways to Contribute
    • Development Setup
      • Prerequisites
      • Installation
    • Code Style
      • Running Checks
    • Testing
    • Pull Request Process
    • License
GRU Dynamic Beta
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© Copyright 2026, Ahmet Selim Yılmaz.