Foward curve analysis

Discussion in 'Strategy Building' started by 2rosy, Jan 10, 2014.

  1. Humpy

    Humpy

    That's great Murray.
    Hope you put up some facts and figures to make your point. It is quite a leap you know to change platform etc. on a say so.
     
    #11     Feb 3, 2014
  2. Murray Ruggiero

    Murray Ruggiero Sponsor

    #12     Feb 6, 2014
  3. Humpy

    Humpy

    orthogonal distance regression

    What is that ?
     
    #13     Feb 9, 2014
  4. xandman

    xandman

    Something about "teeth".
     
    #14     Feb 10, 2014
  5. Humpy

    Humpy

    Orthogonal distance regression
    by wiki
    Background[edit]
    In the least squares method of data modeling, the objective function, S,
    S={\mathbf {r^{T}Wr}},
    is minimized, where r is the vector of residuals and W is a weighting matrix. In linear least squares the model contains equations which are linear in the parameters appearing in the parameter vector {\boldsymbol \beta }, so the residuals are given by
    {\mathbf {r=y-X{\boldsymbol \beta }}}.
    There are m observations in y and n parameters in β with m>n. X is a m
     
    #15     Feb 10, 2014
  6. Seems like a normal least squares regression would work more effectively. If a regression correctly models a stock's behavior a day early or a day late but is "close" geometrically we don't necessarily care correct?
     
    #16     Feb 23, 2014