All About Trading!

Share this post

Using the R² to Generate Trading Signals

abouttrading.substack.com

Using the R² to Generate Trading Signals

Creating and Coding the R² Square Indicator for Market Trading

Sofien Kaabar, CFA
Jul 12, 2022
Share this post

Using the R² to Generate Trading Signals

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 …

Keep reading with a 7-day free trial

Subscribe to All About Trading! to keep reading this post and get 7 days of free access to the full post archives.

Already a paid subscriber? Sign in
© 2023 Sofien Kaabar
Privacy ∙ Terms ∙ Collection notice
Start WritingGet the app
Substack is the home for great writing