Coskewness using daily returns

Signal is the sample counterpart of $E[\tilde{r}_{it} \tilde{r}_{mt}^2]/( SD[\tilde{r}_{it} ] SD[\tilde{r}_{mt}]^2$ where $\tilde{r}_{it}$ is the de-meaned stock return and $\tilde{r}_{mt}$ is the de-meaned market excess return. Signal is computed using the past year of daily data, and using the NYSE CRSP VW index for the market (dsia), with returns continuously compounded. See code for details.