Multiple regression in Python with statsmodels

Today we are investigating the implementation of multiple linear regression (OLS) in Python with the aid of statsmodels package, interpreting the results and discussing the output of the functions.
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You can find the .ipynb for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
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[@henriqueguerino7108]

That was helpful!! I'm in a data science course but it lacks statistic classes, so I can barely tell what that bunch of indicators on the summary mean. Do you recommend any book, course, paper or anything on statistics to help me understand the basis of it and what the indicators mean?

[@salardelavarqashqai]

perfect done. please have more and more videos in finanace in fundamental and technical mixing portfolio optimzation

[@besnikez2372]

Hi Savva, for my mastersthesis I am researching the relationship between stock liquidity and the return distribution and if stock liquidity affects it. I was planning on comparing the SP500 with the European Stock Market, however I’m not fully sure which tests and regressions to do. Any suggestions?
Thanks In Advance!

[@RavinderSekhon]

Hi Savva, thanks for sharing these valuable insights on regular basis. Kindly help with the application of optimal thermal path method in finance with python. (Reference paper: Time-varying lead-lag structure between investor sentiment and stock market Can-Zhong Yao, Hong-Yu Li). Thanks in advance.

[@salardelavarqashqai]

Hi you did not add this python code in google dive