Engineering Alpha

Engineering Alpha

Quantile Regression - A Different Solution for a Known Problem

What is Quantile Regression? And What Issue Does it Solve?

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jan 20, 2026
∙ Paid

Linear regression is one of the first tools we learn in statistics and data science. It’s elegant, intuitive, and easy to explain. Draw a line that best fits the data. Minimize the errors. Move on.

And then reality shows up.

You plot your data and notice a handful of extreme points. Maybe they’re measurement errors. Maybe they’re real but rare. Either way…

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