Logistic Regression

[addcapital]

Hello,

I am trying to work on Logistic regression to model stock price behavior for N+1 period. I have seen many papers on Logistic Regression but most of them have used fundamental factor to predict stock price (eg. P/E ratio, Sales, Economic scenatio...)

I am trying looking out for using Technical / Statistical parameter to predict stock price. Is there any research paper or online material which can help me to identify various parameter which can be used for this purpose.

Thanks

 

[diegosanaz]

I actually tried this a while ago to determine the initial risk of a trade (technical analysis strategy). I actually got positive results.

What I would recommend is for you to stop looking for a paper. If you already know what you are looking for, go look for it. Try out whatever your intuition tells you should work and then (using R, Matlab or whatever) search for significance. Of course is much more work than just reading the results on a paper, but after you finish you will have better understanding of the results and you will have original work to use for trading.

 

[addcapital]

Hi Diegosanaz,

Thanks for your reply, Can you please help me with article or video tutor which can help me to run logistic regression in Excel (Stock example) it would be great.

 

[diegosanaz]

Sorry, I did it in R. I don't know if this can help:

http://nlp.stanford.edu/manning/courses/ling289/logistic.pdf