Hello,
I would like to build a Multiple Variable Linear regression model.
I would like to use the model to take the top indexes in the world, NK, HK, CAC40, DAX.,YM ,Russ,NQ and use these variables to forecast, the movement of the ES. If the move will be up or down, based on the position of the other indexes.
The Multiple Variable Linear regression model,
Could also serve other multiple purpose, such as looking at, volume, pace of tape, delta, and then applying those metrics to the independent variable. .
I believe that this could add another depth to IRT, and have multiple implications.
I have included links below, that explain the model in-depth, much better then I could.
https://www.extremeoptimization.com/QuickStart/VisualBasic/MultipleRegre...
https://digitalcommons.latech.edu/cgi/viewcontent.cgi?article=1015&conte...