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annualize linear regression slope

Alfy · 2021-12-09T08:34:45+00:00

Good morning guys, I’m using the linear regression slope function in PRT builder on a period of 90 trading days and wondered if anyone knew how to annualize this, please? best regards

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annualize linear regression slope

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12/09/2021 at 9:34 AM #183059 quote

Alfy
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Good morning guys, I’m using the linear regression slope function in PRT builder on a period of 90 trading days and wondered if anyone knew how to annualize this, please?

best regards

12/09/2021 at 12:42 PM #183066 quote

JS
Participant

Master

I think the only way to annualize a SLOPE is to calculate this slope over a year.

LinearRegressionSlope[TradingDays](Close)

Trading days (year): 256 (indexen, stock, etc)

Trading days (year): 365 (crypto)

etc.

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annualize linear regression slope

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Topic Details

Forum:	ProBuilder: Indicators & Custom Tools
Language:	English
Started:	12/09/2021
Status:	Active
Attachments:	No files

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annualize linear regression slope

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annualize linear regression slope ProBuilder: Indicators & Custom Tools

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annualize linear regression slope

ProBuilder: Indicators & Custom Tools