\begin{equation*}\boxed{
\Hat{\alpha} = \frac{\Sigma\textsuperscript{-1}\mu}{\sqrt{\mu^\text{T} \Sigma\textsuperscript{-1} \mu}}  
}\label{Optimal beta formula}\end{equation*}\nopagebreak\noindent Finally the Optimal Linear Signal extracted from the exogenous variables can be computed by: $\Hat{\alpha}^\text{T}X_t $
