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Quadratic Regression

alexgrover Wizard  
Trend Analysis Moving Averages quadratic regression regressionanalysis nolag smoothing smooth filter trend zerolag
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trendanalysis movingaverage quadratic regression regressionanalysis nolag smoothing smooth filter trend zerolag
A quadratic regression is the process of finding the equation that best fits a set of data.This form of regression is mainly used for smoothing data shaped like a parabola.

Because we can use short/midterm/longterm periods we can say that we use a Quadratic Least Squares Moving Average or a Moving Quadratic Regression.

Like the Linear Regression (LSMA) a Quadratic regression attempt to minimize the sum of squares (sum of the squared difference between a set of data and an estimator), this is why
those kinds of filters have low lag.

Here the difference between a Least Squared Moving Average (green) and a Quadratic Regression (red) of both period 500

snapshot

Here it look like the Quadratic Regression have a best fit than the LSMA
Check out the indicators we are making at luxalgo: www.tradingview.com/u/LuxAlgo/
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