> since some kind of autoregressive time series forecasting system seems pretty unreliable. A few months ago I tried to evaluate autoregressive behavior in sto

> since some kind of autoregressive time series forecasting system seems pretty unreliable. A few months ago I tried to evaluate autoregressive behavior in stock returns. To my surprise it seemed strong on some periods, but then weak on others [1], and as you said not reliable enough to rely on. My impression is that a lot more information aggregation and processing is required to obtain a sustainable edge worth tranding on than what a single developer can achieve in his/her spare time. Top investment shops have dedicated teams of sw engineers just to deal with the infrastructure that support their data pipelines, financial model backtesting and deployment. [1] https://thomasvilhena.com/2020/01/likelihood-of-autoregression-in-stock-returns https://thomasvilhena.com/2020/01/likelihood-of-autoregressi...