Econocasts

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Friday, January 20, 2012

2012.01.13 Experimental DJIA $ Gold $ Silver Ultra Short-Term



















These are experimental.

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3 comments:

  1. MPJanuary 23, 2012 at 1:55 PM

    Hi Can you elaborate whats experimental here. Thanks

    Mike

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  2. PaoloJanuary 23, 2012 at 3:49 PM

    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.

    ReplyDelete
  3. AnonymousJanuary 29, 2012 at 10:36 PM

    Thanks for the explanation..

    MP

    ReplyDelete