Hello. I've got a question regarding the OLS regression applied to assets that have a different currency base. Let's say we've applied it for US Michael Kors (USD), FR Louis Vuitton (EUR) and ENG Marks and Spencer (GBP). As a result we get the coefficients like 1.0 for MK, -2.0 for LV and 3.0 for MS. How should we use them for entry volume calculation? Should we simply use coefficients as lots or we should take into account the point value for each asset? Finally, what is the correct way of applying coefficients for volume calculation?
Thank you.