10 Ideas for the Weekend Ideas are like poetry, the space between the lines matters That is why a list works as an idea generator, the spaces in the list let you fill in the blanks w/ your own ideas Start Close In by David Whyte https://www.youtube.com/watch?v=030YqrN4SFc Take the road less traveled or the faster, Read more about [idea] 10 Ideas for the Weekend #idea #101tradingideas[…]
Forecasting Crude Oil Looking back over the week, the intraday correlation of Crude Oil and ES is very high. Which means that forecasting one will let you forecast the other. A cool use of high correlations.
Leave One Out Prediction Model “In the model development, the “leave-one-out” prediction is a way of cross-validation, calculated as below: 1. First of all, after a model is developed, each observation used in the model development is removed in turn and then the model is refitted with the remaining observations 2. The out-of-sample prediction for Read more about Leave One Out Prediction Model[…]