OPEN-SOURCE SCRIPT
ที่อัปเดต:

Example: Polynomial Regression for Spread Analysis

Example of applying polynomial regression channel to spreads or hedges between 2 assets.
เอกสารเผยแพร่
changed method to support multivariate series as input to the polynomial regression function.
NOTE: this script is very demanding, it may time out if its processing too much data..

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