Re:Are random trading strategies more successful than techni...
by jcrben on Wednesday September 29, 2021 @04:22PM
(#28699397)
Depends on your timeframe right? Shorter time periods are a bit more random. But there's also clearly some autocorrelation which makes sense given the inflationary / deflationary expectations at play
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Re:Are random trading strategies more successful than techni...
by veeenu on Wednesday September 29, 2021 @04:31PM
(#28699518)
Yes, definitely. The big issue there is that intraday intervals vs daily closes vs monthly prices all require very different kinds of analyses and features as they target different scales of behavior. For example, you could exploit order book models for intraday which make little sense for longer time frames. In the same way, portfolio theory on intraday intervals tends to not hold as well as it does on longer timeframes.