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To Those Practiced in the Art of Regression, from Vic Niederhoffer

2013-05-18 ยท Vic Niederhoffer
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![Gauss's book on least squares](../../assets/dailyspeculations.com/gauss_theoria.jpg "Gauss's book on least squares

")Sam Eisenstadt has mentioned that he likes to use a potpourri of overlapping, multicollinear monthly changes in the S&P to predict future price changes. It would be a good thing to see what predictivity there is in regression models of monthly changes that extends and augments, one thinks. . .