# Linear Regression Slope

100 %
0 %
Finance

Published on March 10, 2014

Author: oxfordstrat

Source: slideshare.net

## Description

Trading Strategy: Trend-following based on a linear regression slope.

Linear Regression Slope: Sensitivity Test Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/linear-regression Commission & Slippage: \$0 Figure 1.1 Profit Factor.

Figure 1.2 Sharpe Ratio.

Figure 1.3 Ulcer Performance Index.

Figure 1.4 Compound Annual Growth Rate.

Figure 1.5 Maximum Drawdown.

Figure 1.7 Average Win/Average Loss Ratio.

Figure 1.8 Equity (\$): Sensitivity Test.

 User name: Comment:

## Related presentations

#### Conférence Droit & Croissance 2 Avril - Key Note ...

March 28, 2014

Les changements sur le marché du distressed aux Etats-Unis et en Europe

March 31, 2014

April 1, 2014

#### Technical trades march 2014 - by www.nooreshtech...

April 1, 2014

Main Sections of the Report 1) Nifty Technical View 2) 4 Large Cap Trade Ide...

#### Yearly results of Kinepolis Group

April 6, 2009

This presentation consits the yearly results of Kinepolis Group

April 1, 2014

PRESENTACIONES

## Related pages

### Simple linear regression - Wikipedia

In statistics, simple linear regression is a linear regression model with a single explanatory variable. That is, it concerns two-dimensional ...

### Introduction to Linear Regression - Free Statistics Book

Introduction to Linear Regression. Author(s) David M. Lane. Prerequisites. Measures of Variability, Describing Bivariate Data

### Regression Slope: Confidence Interval

The approach described in this lesson is valid whenever the standard requirements for simple linear regression are met. In the output above, the standard ...

### How to Find Regression Equation | Simple / Linear ...

Regression Definition: A regression is a statistical analysis assessing the association between two variables. In simple linear regression, a single ...

### Linear regression - Wikipedia

Linear regression; Simple regression; Ordinary ... but more properly their position and slope is calculated using statistical techniques like ...

### Linear Regression - Yale University

Linear Regression Linear regression attempts to model the relationship between two variables by fitting a linear equation to observed data. One variable is ...

### Using R for Linear Regression - ULg

Using R for Linear Regression ... Evaluating the Results of a Linear Regression ... We can use a standard t-test to evaluate the slope and intercept.