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Cointegrated pairs of securities are crucial for mean reversion trading portfolio construction, Play with cointegration has several good papers to start with. Should you want to test pairs of securities for cointegration using R, here is an excellent ...

In this post we will see briefly how to implement a logistic regression model if you have categorical variables, or qualitative, organized in double entry contingency tables. In this model the dependent variable (Y) and independent variable (X) are both dichotomies (or Bernoullian).In general, the probability that Y = 1 as a function of predictors is:$$P(Y=1|X=x)=\pi(x)=\frac{exp(\beta_0+\beta_1x_1+\cdots +\beta_kx_k)}{1+exp(\beta_0+\beta_1x_1+\cdots +\beta_kx_k)}$$Our goal...

In this post we will see briefly how to implement a logistic regression model if you have categorical variables, or qualitative, organized in double entry contingency tables. In this model the dependent variable (Y) and independent variable (X) are both dichotomies (or Bernoullian).In general, the probability that Y = 1 as a function of predictors is:$$P(Y=1|X=x)=\pi(x)=\frac{exp(\beta_0+\beta_1x_1+\cdots +\beta_kx_k)}{1+exp(\beta_0+\beta_1x_1+\cdots +\beta_kx_k)}$$Our goal...