[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[RT] Stepwise Regression Model



PureBytes Links

Trading Reference Links



I ran a Stepwise Regression Analysis to see what stocks I could use to 
model the direction of the Nasdaq Comp. I came up with C & CSCO as having 
the highest correlation and subsequently generating a suitable model. This can 
be down in Excel using the formula:
 
= -192.7029695 +  37.36049026 * C (close) + 22.83702555 * CSCO 
(close)
 
The Stepwise Regression needs to be updated regularly too monitor the 
changes in the correlations.
 
Ron McEwan







Yahoo! Groups Sponsor


 www. 









To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx





Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.



Attachment: Description: ""

Attachment: Description: ""