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Hi Can you elaborate whats experimental here. ThanksMike
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.
Thanks for the explanation..MP
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3 comments:
Hi Can you elaborate whats experimental here. Thanks
Mike
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.
Thanks for the explanation..
MP
Post a Comment