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All About Trading!
Can We Predict Indicators Using Linear Regression?

Can We Predict Indicators Using Linear Regression?

Can a Simple Linear Regression Help Predict Indicators?

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
May 21, 2025
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All About Trading!
Can We Predict Indicators Using Linear Regression?
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Quants and data scientists rush to predict the returns of financial assets, but forget that there are other less noisy time series worth predicting. This article discusses the creation of an algorithm that uses a simple linear regression to predict the changes in volatility, which can give a few insights to the current market’s state.

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