Are you sure to log out now?
|SPY||SPDR SP 500 ETF||NYSEARCA||244920||1.01||956.31||248.59||0||13380000|
|VOO||Vanguard Index Funds||NYSEARCA||46000||0||0||0||0|
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: