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April 21, 2017

Quantutorial – Linear Regression

A few weeks ago during my trip to Tenerife Scott produced a post on testing mean reversion in the context of parsing for what I personally categorize as ‘Raw Edge Discovery’ (RED). Since I was on vacation I had very little time to contribute to the ensuing discussion but I had been planning to circle back on Scott’s post for two reasons: First I was positively surprised by the high level of interest regarding machine learning and basic system development. Secondly, although being rather comprehensive, I had felt that his post could benefit from a more in-depth explanation of the math behind scatter charts, which of course directly relates to linear regression.

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