R-squared Calculation Issue?

Posted February 6th, 2009

RexRazor asked: BACKGROUND: Nearly every stock trading software program that I have come across figures out the value for a Linear Regression Trendline (”LRT”) by using the daily CLOSING PRICES for a stock over the desired number of days chosen. These programs ignore the OPEN, HIGH AND LOW when calculating the LRT. [...]

STANDARD ERROR: Linear Regression Trendline?

Posted February 1st, 2009

RexRazor asked: CAVEAT: I have a limited knowledge of statistics and and am not particularly adept with respect to formulas. Hence, kindly explain using prose if you would.
ISSUE: Using stock trading software by prophet.net, a 64-day Linear Regression Trendline (”LRT”) is currently the best fit for a particular stock. [...]

STANDARD ERROR v. STANDARD DEVIATION?

Posted December 14th, 2008

RexRazor asked: What are the various confidence intervals for 2 Standard Errors v. 2 Standard Deviations from a Linear Regression Trendline or Simple Moving Average?
For instance, if I determine the value that is Two Standard Errors from a 50-day Linear Regression Trendline and I determine the value that is Two Standard Deviations from that same [...]