Function RollingAlpha

RollingAlpha(windowSize?: number, startPolicy?: string): ScreamerOp
Rolling OLS intercept of target on regressor (companion to RollingBeta).
Parameters
- windowSize: number = 20
  Trailing-window length.
- startPolicy: string = "strict"
  Warmup behaviour.
Returns ScreamerOp

See
https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.
- Defined in generated/ops.ts:1801