3 ms·
This is just fitting on noise. The vast majority of movements are random and no more predictable than a coin flip. Before training, your job is to extract that
by starpilot 6y ago
This is just fitting on noise. The vast majority of movements are random and no more predictable than a coin flip. Before training, your job is to extract that extremely weak signal, then train.
Try generating a time series in Excel with Brownian noise, watch as it is indistinguishable from price charts.
- stainforth 6y agoWhat if someone did find a pattern in Brownian noise...