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Intraday regression - help

Good morning,
I am trying to apply a strategy for overnight returns: https://www.quantopian.com/posts/overnight-prediction
since, based on the results of this paper: http://www.sciencedirect.com/science/article/pii/S1059056016301563
it appears to be possible to forecast the direction of the first 30 minutes of trading (with a negative correlation with the overnight ETF).
With this notebook I have been trying to create a quantile table and a regression (based on the linear regression lesson series).

My issue comes with the last one: Is it possible to regress only a specific period of time of the day?
For example, I want to regress the overnight returns of each day with the returns of the first 30 minutes of trading of each day.
I want to do this from 2007-01-01 to 2017-12-13.
Thanks in advance for any help/suggestion.
Mattia