TITLE

Model undone

AUTHOR(S)
Holter, James T.
PUB. DATE
July 1998
SOURCE
Futures: News, Analysis & Strategies for Futures, Options & Deri;Jul98, Vol. 27 Issue 7, p60
SOURCE TYPE
Periodical
DOC. TYPE
Article
ABSTRACT
Deals with refinements in regression analysis to make it valuable futures trading strategies. Application on the soybean model; Issue regarding out-of-sample testing; Alternative posed by simulation; Plotting price and time trend; Sources on regression analysis; Determination of independent variables.
ACCESSION #
792477

Tags: REGRESSION analysis

 

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