annualize linear regression slope

Alfy · Thu, 09 Dec 2021 08:34:45 +0000

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

Alfy

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

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

JS

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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Alfy

JS
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annualize linear regression slope

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