Regression

The classic application, reimagined

The regression has been an indispensable tool throughout the history of finance -- not just for creating trading indicators, but also for discovering truths about the market. In Palantir Finance, we took the opportunity to create a regression application that's powerful, yet intuitive to new analysts and experienced users of regressions alike.

Dead simple

Adding any stock, commodity, currency, economic series, or other time series that you have available in Palantir Finance is as easy as typing its identifier into the expression bar and pressing enter. Once added, select the dependent variable, add lags, take logarithms, and temporarily exclude instruments from your regression model. The results update in real-time, with a full set of statistics displayed alongside fully zoomable charts of the model, actual, and residual.

Flexible & extensible

By default, Palantir Finance comes with the traditional Ordinary Least Squares regression method, and Regular and Rolling regression models. Palantir Finance's sophisticated API allows programmers to extend the regression application to include other regression methods and options at will.

Another building block

Like the other applications in Palantir Finance, once you have created your regression you can include it in a trading strategy.