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This paper's claim that finding an effective technical trading strategy is in NP relies on the search space for technical strategies being exponential in the le
by kd0amg 11y ago
This paper's claim that finding an effective technical trading strategy is in NP relies on the search space for technical strategies being exponential in the length of history being considered (which it's not -- that's the size of a description of a single strategy) and the tacit assumption that historic performance of a strategy guarantees future performance.