The definition, visualization and demonstration of a calculation of a rolling regression in Excel. We use the function method in this example for investment and financial modeling of stocks and portfolios. We cover the use of the following functions: =INTERCEPT, =SLOPE, =STEYX, =CORREL and =RSQ.
https://factorpad.com/fin/glossary/rolling-regression.html
Topics covered in our investment glossary: Excel tutorial, Python examples, portfolio theory, portfolio return, portfolio risk, correlation, regression, linear algebra, alpha signal, risk models, performance attribution.
Glossary:
https://factorpad.com/fin/glossary/index.html
Innovators:
https://factorpad.com/fin/innovators/index.htmlhttps://factorpad.com/
1 Comments