In article <[email protected]>,
 Jay Lozier <[email protected]> wrote:

What are your R^2 values? Near 1 indicates a high correlation between x
> and y.

That's not the issue.  One I get the slope and intercept right I'll 
worry about R^2.  It's less important to me right now.

Actually, in the kind of systems I am working on R^2 isn't terribly 
important.  If you can get the right slope and intercept the degree to 
which model performance is correlated to the market is only a factor if 
you have a client who wants high correlation.


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