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Linear Regression of 2 Price series


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Linear Regression of 2 Price series

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treydog999's Avatar
 treydog999 
seoul, Korea
Elite Member
 
Experience: Intermediate
Platform: Multicharts
Broker: CQG, DTN IQfeed
Trading: YM 6E
Posts: 897 since Jul 2012
Thanks Given: 291
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Looking to do some pairs trading and I need regression functions. Looks like LinReg only does price series against time. Is there anyway to do it against another price series?

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Last Updated on August 28, 2017


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