Manual OLS Regression via Matrix Algebra - Quant Researcher Interview Question

Problem Description

Calculating asset Beta ($\beta$) and Alpha ($\alpha$) against a benchmark is a fundamental task in quantitative finance for risk assessment and portfolio construction. While high-level libraries exist, implementing the closed-form matrix solution for Ordinary Least Squares (OLS) ensures a deep understanding of the underlying linear algebra and numerical stability issues. Task Implement a function solution(x, y) that calculates the intercept ($\alpha$) and slope ($\beta$) of a simple linear regr