Re:Machine learning for financial prediction
by branchless on Sunday June 12, 2016 @11:05AM
(#11888394)
So much this. Also even if you have won it means very little going forward. If you put 100 guys in a room and asked them to try to flip N consecutive tails one guy will come out thinking he is the king of flipping, with a rock-solid "system". He's just someone who doesn't understand probability. And as you say you don't hear from the other 99 including the math guy who flipped N/2 heads and is muttering about it.
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