Take the 2-minute tour ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

Given data that has been fit to a loess model, can you make reliable decisions on future trades given a good past fit? Has anyone here done so and can give an example of their use case?

I am yet to decide what data set to use.

share|improve this question
Sounds like you have a hammer and are searching for a nail. The data should inform the model choice. It's a mistake to choose a model and then search for data to apply it to, because "all models are wrong". –  Joshua Ulrich Jul 15 '14 at 16:43

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.