Howdy,

At the end of a Zorro Test I notice useful stats, but not all the greeks, like beta-to-SPY.

I searched the forums for "beta" but get unrelated information about beta releases of the software.

I notice in the online manual there are Statistics, but not beta calc that I can see.

How to output beta-to-SPY in Zorro?

Thanks and please advise.

For beta to spy you need spy history which you can get on the download page, then open a spy position directly after lookback and close it in the EXITRUN. The beta to spy is then the total profit minus the spy profit, divided by the spy profit.