the linear regression is very sensitive to outliers wich can skew the estimates of the regression coefficients and reduce its accuracy , i suggest you to use RANSAC regression, ver robust.
hello ! great video. in order to learn better, and compare on different instruments, could you kindly share the code you used for the Signal ? (the easylanguage code for the strategy). The chatgpt code is not working, not even with modifications - maybe it is a newer version of chatgpt and code is different. thank you
subscribe to the AlgoTrader newsletter, that's were I usually share the code. just subscribe on the main page for now, statoasis.com there is another video coming for Linear Regression and will share code for all previous LRs then
Q: when having the strategy that trade long and short you will need double the margin in case you have overlaps. So this is not real compare to the first one. Am I right?
In normal retail margin account, you are correct. Under other managed accounts in fact you will need less margin as trades are on opposite sides and only the difference is needed.
the linear regression is very sensitive to outliers wich can skew the estimates of the regression coefficients and reduce its accuracy , i suggest you to use RANSAC regression, ver robust.
Thank you for the feedback
Checking this out!
Another amazing content! Will work with it for my next portfolio.
Glad you like it!
Excellent piece of work separating the strategy into Long Short components. So many miss that point
Very true!
Are you not using strategy quant X anymore?
will be back at it with their new version 1.37
@@StatOasisawesome! Can’t wait!
hello !
great video.
in order to learn better, and compare on different instruments, could you kindly share the code you used for the Signal ? (the easylanguage code for the strategy).
The chatgpt code is not working, not even with modifications - maybe it is a newer version of chatgpt and code is different.
thank you
subscribe to the AlgoTrader newsletter, that's were I usually share the code. just subscribe on the main page for now, statoasis.com
there is another video coming for Linear Regression and will share code for all previous LRs then
Q: when having the strategy that trade long and short you will need double the margin in case you have overlaps. So this is not real compare to the first one. Am I right?
In normal retail margin account, you are correct. Under other managed accounts in fact you will need less margin as trades are on opposite sides and only the difference is needed.