Discussion in 'Trading' started by mrsinister, Jan 31, 2003.

  1. Does anyone know about multiple regression analysis? I'm trying to figure out how dependent variables like futures affect the market...

  2. Check out Jack Schwager books on futures, I don't mean the popular ones, but his more meaty books on futures, such as 'A complete guide to the futures markets'.
  3. man


    we are using it currently for modelling the influence of different fundamental variables on stock prices. took us quite some time to implement it within our testing surface.
    we used it as well to analyze under which exogene conditions stocks perform or do not. did not result more than we already knew before.
    in essence a powerful tool - need to find out where to use it.