meta user
network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 5 months |
| seen | May 18 at 14:33 | |
| stats | profile views | 57 |
|
Dec 19 |
accepted | Time series price prediction and linear regression: using high/low rather than last quotes price |
|
Dec 19 |
comment |
Time series price prediction and linear regression: using high/low rather than last quotes price Yes, the question is "shouldn't we use high/low?". |
|
Dec 19 |
revised |
Time series price prediction and linear regression: using high/low rather than last quotes price Question about High/Low price only |
|
Dec 19 |
revised |
Time series price prediction and linear regression: using high/low rather than last quotes price Split original question in several part. Part I here. |
|
Dec 18 |
comment |
Time series price prediction and linear regression: using high/low rather than last quotes price Alright, let's make it simple and I will walk you through: in time series analysis, be it ARIMA or any other forecasting model, what is the generally used observed value Y in the regression? If the answer is the last available differenced price at time t1 for the continuous process, why is that? Why not to regress against the differenced high or low price for the period t0-t1? And why to close the question anyway, other people might provide more specific critique than general "confused" comments. |
|
Dec 18 |
awarded | Editor |
|
Dec 18 |
revised |
Time series price prediction and linear regression: using high/low rather than last quotes price added 443 characters in body |
|
Dec 18 |
comment |
Help With Quant Modelling Software Dean, you can start from this forum to gain an understanding of the tools and skills used in the industry: low-latency.com (I have no affiliation with the website). |
|
Dec 18 |
awarded | Student |
|
Dec 18 |
asked | Time series price prediction and linear regression: using high/low rather than last quotes price |
