Estimating Relationships Using Linear Regression

Ordinary Least Squares (OLS) is a powerful and fast linear regression estimation technique which allows us to assign values to relationships between financial assets, sentiment or just about any data you can think of. In this video, we will cover how to come up with a theory of what might drive the price (or rather what might have a relationship with a given assets returns) using a parametric model - and then estimate the impact of those variables on the asset returns.We had already seen how putting in an asserts past values can be a powerful technique. So have decided to also introduce the Partial Autocorrelation Function (PACF) in this video. A lot to get your head around here, so please do not be discouraged. Ask questions if you have any and will try my best to help out. Website: https://cryptowizards.net excel file: https://cryptowizards.net/wizards/downloads