If you don’t know whether X causes Y or vice versa, best not to regress Y against X with OLS. Use Deming (orthogonal) regression instead. H/T Marcos Lopez de Prado
29.11.2024 11:57 — 👍 1 🔁 0 💬 0 📌 0
Ernest Chan
@echanqt.bsky.social
Author of Quantitative Trading, Algorithmic Trading, and Machine Trading http://epchan.com. Founder of http://Predictnow.ai and QTS Capital Management http://qtscm.com.
28 Followers |
3 Following |
1 Posts |
Joined: 19.11.2024 |
1.1531
