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RicardoSantos
Oct 8, 2020 10:39 AM

Example: Polynomial Regression for Spread Analysis 

INDEX:SLTW1D
S&P Telecom Srvs Stocks Above 20-Day AverageINDEX

Description

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Example of applying polynomial regression channel to spreads or hedges between 2 assets.

Release Notes

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changed method to support multivariate series as input to the polynomial regression function.
NOTE: this script is very demanding, it may time out if its processing too much data..
Oscillatorseducationalexamplepolynomialregressionhedgespread
Comments
FlukeTrading
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great direction of thinking!
any chance you write TrumpTweetCator ?

all the best :)
Gentleman-Goat
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Nice man :), good write, will have to play around with this and see if there is any strategies.
blackcat1402
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very interesting indicator, thanks for sharing!
dos32101
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No me funciona en NQ100
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