Thank you for the detailed reply! Gave me some additional context. Now wishing I paid more attention at econometrics at university and hung out with modellers more haha.
On your suggestion, I searched Howard Bandy and found his blog - http://blueowlpress.com/ I'll spend some time watching his videos and reading his material to dive further into the foundation / context.
Great point about being mindful of continually testing a system, something I thought about last night as being a challenge, prior performance / future results and all that jazz. Will be interesting how Bandy addresses this.
My other thought right now, is how machine learning could be applied here. Providing it with a variety of parameters and letting it work away to solve. Then of course certain models will work in certain market environments etc. Above my current capabilities by far, but interesting none the less.
Intuitively this is a long term project, intellectually interesting and potentially down the line financially positive.
- Forums
- ASX - Short Term Trading
- XAO
- Short Term Trading Week Starting: 7 Jan
XAO
all ordinaries
Add to My Watchlist
0.32%
!
8,843.8

Short Term Trading Week Starting: 7 Jan, page-103
Featured News
Add to My Watchlist
What is My Watchlist?
A personalised tool to help users track selected stocks. Delivering real-time notifications on price updates, announcements, and performance stats on each to help make informed investment decisions.
|
|||||
Last
8,843.8 |
Change
28.500(0.32%) |
Mkt cap ! n/a |
Open | High | Low |
8,815.3 | 8,876.4 | 8,815.3 |
Featured News
XAO (ASX) Chart |
The Watchlist
CC9
CHARIOT CORPORATION LTD
Shanthar Pathmanathan, MD
Shanthar Pathmanathan
MD
SPONSORED BY The Market Online