Regression optimization question

Discussion in 'Strategy Building' started by mfoste1, Mar 14, 2014.

  1. mfoste1

    mfoste1

    So I have multiple multivariate fx models that I am using, and my techniques, which could technically be defined as curve fitting however I am running about 1 million regressions every 1-3 seconds. My avg MSE right now on the tests I have done are between 1-7. If I run so many models, so that I am essentially continuously optimized for the current market conditions, will this be sufficient?
     
  2. Sergio77

    Sergio77

    Regressions on what? linear models? Why so many?