Q3: Jonathan Larkin – Seeking Alpha? Try MORE Alpha Factors
Chat With Traders
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How to Use Regression Models to Estimate Dependence
Jonathan: I think it might be helpful if you could just explain maybe what uh regression models like are. Sure, so um and we'll have links to this stuff up at quantopian.com slash chat with traders again. We show examples of regression models being used for precisely this purpose in the lecture series. It's just a way of estimating dependence and there's many like Little tricks and gotchas and assumptions that must be satisfied.
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