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Statistical Regression
Video
by ritvikmath
Tags
inferencemathematicsregressionyoutube playlist
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Build the foundations
Suggested foundations for financial time series. Specialist prerequisites vary by resource.
Before you read
- Stationarity and Unit Roots
Check whether a relationship can be estimated consistently over time.
- Linear Regression
Read the fitted relationship and its residuals.
Go further
- Cointegration and Error Correction
Study long-run relationships without confusing them with correlation.
- Regression Assumptions and Diagnostics
Check the assumptions behind reported estimates.
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- From trading ideas to honest backtests
Choose a reproducible strategy, specify the trading rule, and test what remains after costs and estimation uncertainty.