4 ms·
Some of the papers I've seen are ridiculously obviously over-fitted. For example published in 2018, but "tested" on 3 months of 2010 prices of GBP/USD, USD/SEK
by zazagura 7y ago
Some of the papers I've seen are ridiculously obviously over-fitted.
For example published in 2018, but "tested" on 3 months of 2010 prices of GBP/USD, USD/SEK and USD/THB. Quality forex data is so easy to get freely, that picking 3 months from 8 years ago on one major pair and two other random minor ones just stinks.
- quirmian 7y agoWhere can I get good quality forex data from?
- capnrefsmmat 7y agoI used TrueFX for an assignment in a statistics-for-finance class I taught: https://www.truefx.com/ https://www.truefx.com/
- jobigoud 7y agoThey don't test the predictive power of their models?