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A better mean?

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A better mean?

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Denver, Colorado
Experience: Intermediate
Platform: Ninja Trader
Trading: ES, CL, anything that makes $$
Posts: 178 since Nov 2009
Thanks: 157 given, 76 received

Once in awhile a good thread is on Elite Trader. Maestro a hedge fund manager threw a bone, that frankly I can't comprehend so I thought I would share it here in the hopes someone could expound on it and stimulate a discussion. The topic is "Can Linear Regression be Used to Predict the Future/". Maestro says that by using splines as opposed to a fixed mean one can do much better. What do you think. Here is the discussion. Forums - Can linear regression analysis really predict the future?

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Last Updated on November 12, 2009

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