Dr Ernie Chan Answers to rank or weight a long or short of out this market sector according to Yahoo Finance

Dr Ernie Chan Answers to rank or weight a long or short of out this market sector according to Yahoo Finance Question was asked at: https://quantlabs.net/blog/2015/01/how-would-rank-or-weight-a-long-or-short-of-out-this-market-sector-according-to-yahoo-finance/ His answer was: Hi Bryan, There are various methods of including a subset of predictive variables for returns prediction. You can try stepwise regression, which picks successively the most …

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