OLS Transformation N (OLS_TRANSFORMATIONN)

QuantNexus indicator page for rolling OLS transformation output.

Route: /quantnexus/indicators/ols-transformationn/

What It Does

OLS_TRANSFORMATIONN applies a rolling ordinary least squares transformation to the input series.

Formula

Transformed output = rolling OLS fit of the input series

Parameters

• period - default 10

C++23 API

#include <nonabt/indicators/ols_transformationn.hpp>
auto olsTransform = std::make_unique<nonabt::OLS_TRANSFORMATIONN>(data().close(), 10);

Common Usage

• Use it when you need a regression-adjusted representation of price.
• Helpful for statistical analysis and trend normalization.
• Treat it as a helper output rather than a direct trigger.