| ▲ | Can you use autoregressive diffusion to generate market data?(blog.janestreet.com) | |
| 21 points by jsomers 12 hours ago | 4 comments | ||
| ▲ | stult 4 minutes ago | parent | next [-] | |
There is no model of the market that can remain stably accurate because the market will inevitably incorporate the insights of any model that is accurate until those insights are no longer accurate | ||
| ▲ | dzink 10 minutes ago | parent | prev | next [-] | |
The market has modes and reverts behavior when it switches them. Thus happy bouncy becomes hammered stammered. The prediction models fall hook and sinker for that. | ||
| ▲ | reedf1 15 minutes ago | parent | prev | next [-] | |
No | ||
| ▲ | TheOtherHobbes an hour ago | parent | prev [-] | |
"Past performance is not indicative of future results." | ||