All About Trading!

All About Trading!

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All About Trading!
All About Trading!
Using the R² to Generate Trading Signals

Using the R² to Generate Trading Signals

Creating and Coding the R² Square Indicator for Market Trading

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jul 12, 2022
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All About Trading!
All About Trading!
Using the R² to Generate Trading Signals
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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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