4 ms·
Unrelated, but it's surprisingly hard to get backtesting right. I found a bug[1] in a popular (4000 star) stock forecasting model on github where future knowle
by nl 5y ago
Unrelated, but it's surprisingly hard to get backtesting right.
I found a bug[1] in a popular (4000 star) stock forecasting model on github where future knowledge subtly leaks into the training data. People seem to keep using the project though!
[1] https://github.com/huseinzol05/Stock-Prediction-Models/issues/61 https://github.com/huseinzol05/Stock-Prediction-Models/issue...