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|GLD||SPDR Gold Trust (ETF)||NYSEARCA||35500||-0.19||280.65||122.1||0||1350000|
|PPLT||ETFS Physical Platinum Shares||NYSEARCA||481.85||0||0||0||16172|
Here we apply an orthogonal regression (also known as total least squares) to both price series. We are interested in some key statistical properties (like β, ...) and in analysing orthogonal residuals: