Friday, January 20, 2012

2012.01.13 Experimental DJIA $ Gold $ Silver Ultra Short-Term



















These are experimental.

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3 comments:

MP said...

Hi Can you elaborate whats experimental here. Thanks

Mike

Paolo said...

MP - I have not taken "out-of-sample" data and looked at predictive performances for reversion timing and price magnitudes. These have to reach particular threshold values before I call it a model.

MP said...

Thanks for the explanation..

MP