The first paragraph includes the disclaimer *This story is a purely technical guide focusing on programming and statistics, not financial advice.*. For that reason, I do not publish backtesting results and full model-run code. Past performance is not indicative of future results.

I keep referring to the textbook, as your first question about using regression to remove trend indicates that you may not be familiar with this area.

Hope this helps.

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Data Scientist. Holding degrees in economics, econometrics, and statistics. Employed in news industry.

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Adam Gajtkowski

Adam Gajtkowski

Data Scientist. Holding degrees in economics, econometrics, and statistics. Employed in news industry.