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Using the R² to Generate Contrarian Trading Signals. A Python Back-test.

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Using the R² to Generate Contrarian Trading Signals. A Python Back-test.

Creating and Coding the R² Square Indicator for Market Trading.

Sofien Kaabar, CFA
Oct 31, 2021
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Using the R² to Generate Contrarian Trading Signals. A Python Back-test.

abouttrading.substack.com

In statistical analysis and econometrics we are often confronted with metrics that judge our models. When we fit data to another in order to predict it, we have a goodness-of-fit measure called R² that tells us how good is our linear model. In this article, we will use that R² and transform it into a technical indicator, then we will derive signals and …

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