| ▲ | tclancy 17 hours ago | |||||||
I mean, run the experiment during a different trend in the market and the results would probably be wildly different. This feels like chartists [1] but lazier. | ||||||||
| ▲ | refactor_master 17 hours ago | parent | next [-] | |||||||
If you've ever read a blog on trading when LSTMs came out, you'd have seen all sorts of weird stuff with predicting the price at t+1 on a very bad train/test split, where the author would usually say "it predicts t+1 with 99% accuracy compared to t", and the graph would be an exact copy with a t+1 offset. So eye-balling the graph looks great, almost perfect even, until you realize that in real-time the model would've predicted yesterday's high on today's market crash and you'd have lost everything. | ||||||||
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| ▲ | throwawayffffas 4 hours ago | parent | prev [-] | |||||||
To be fair to chartists, they try to identify if they are in a bear market or one is coming and get out early. | ||||||||