New answers tagged regression
1
I know this is an old question, but I wanted to add that the NPM library technialinidicators, while advertised for crypto markets, has open code for many popular and some obscure technical indicators. I've hand written a few indicators from scratch, too, after finding performance issues in that library. But it's a useful reference.
0
In this context, I refer to turan's book on Empirical Asset Pricing. They state that -
A minimum number of data points are usually required to ensure the
quality of the values estimated by the regression. In the case of
daily data over a one-year period, a reasonable requirement may be
that the regression be fit using at least 200 data points. While using
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