Comment by kqr
16 days ago
Note that 10th of October is before the trading period in this experiment. If anything, autoregression over shorter timescales would suggest entering after 10th of October being a good idea!
16 days ago
Note that 10th of October is before the trading period in this experiment. If anything, autoregression over shorter timescales would suggest entering after 10th of October being a good idea!
Just noticed that it was after October 10th.
I'll still say that the trading period after October 10th has been brutally choppy. Only now do we have a clear direction (down) where you can at least short with some confidence