You regressed Apple's daily stock price on Microsoft's daily stock price and got an R-squared of 0.95. Is this a fantastic trading signal? Should we deploy a pairs trading strategy based on this immediately?
你用苹果(AAPL)每天的收盘价去回归微软(MSFT)每天的收盘价,发现 R 方高达 0.95。这是一个极好的配对交易信号吗?我们能立刻上线这个策略吗?