Linear Regression in Python (Mini-Course)

Learn what regression analysis is and how to implement it in Python in this definitive step-by-step mini-course. If you’re interested, you can follow along with the video and the Linear Regression in Python Juypter Notebook. What Is Regression Analysis? Regression analysis is a common statistical method used in finance to determine the relationship between variables. The …

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Autoregressive Model Python

Autoregression, or an autoregressive model, is a type of predictive modeling that uses linear regression on past values to predict the next value in a time series. You’ll learn what autoregression is and how to forecast the price of Bitcoin using an AR model in this post. All the code is on the Analyzing Alpha GitHub …

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How to Interpret ARIMA Results

To analyze ARIMA results, you need to determine if the model meets the assumptions using Jlung-Box chi-square statistics and autocorrelation of residuals; understand if each term is significant using p-values, and recognize if your model fits well using mean-squared error. Understanding ARIMA Results After creating an autoregressive model, check the results to see if your …

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Algorithmic Chart Pattern Detection

Traders using technical analysis attempt to profit from supply and demand imbalances. Technicians use price and volume patterns to identify these potential imbalances to profit from them. Algorithmic chart pattern detection allows a trader to scan more charts while simultaneously eliminating bias. In this post, I’m going to go over how to detect chart patterns …

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