《《Trading and Investment - Applied Quantitative Methods for 》.pdfVIP

1 Applications of Advanced Regression Analysis for Trading and Investment∗ CHRISTIAN L. DUNIS AND MARK WILLIAMS ABSTRACT This chapter examines and analyses the use of regression models in trading and investment with an application to foreign exchange (FX) forecasting and trading models. It is not intended as a general survey of all potential applications of regression methods to the field of quantitative trading and inve