Re:Algorithmic Trading: A Practitioner’s Guide
by popinman322 on Monday February 13, 2023 @12:07AM
(#34770346)
IIRC we still don't have very competitive neural network models for time series forecasting. It's a very active area of research.
I have a few friends in the equities business and this topic always comes up over drinks. It would seem that in the age of GPU farms and open source ML tools, are we to a point where patterns are so subtle or short-lived that only a machine could pick up on them?