This approach is technically interesting but one should not try to sell snake oil here. You can't predict the future and all foreseeable developments are already contained in the stock market. What's making prices change is the element of surprise.
In the context of the equity market, this is true. Furthermore, the approach in this post is mathematically unsound as stock prices are serially correlated!
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This approach is technically interesting but one should not try to sell snake oil here. You can't predict the future and all foreseeable developments are already contained in the stock market. What's making prices change is the element of surprise.
In the context of the equity market, this is true. Furthermore, the approach in this post is mathematically unsound as stock prices are serially correlated!