n_mca·10 anni fa·discussThis looks cool, but can somebody point me towards the details? As in, I'm a semantics / pl-theory person and want to know wtf is going on...
n_mca·10 anni fa·discussHm, not really convinced by the "just classify buy/hold/sell based on an n-lookback" strategy -> Maybe read Ernie Chan's book on algo-trading, or use a more traditional method trying to predict volatility instead of movement.