tsterm.com was online about two years ago. Let’s review the performance of prediction performance by doing a on-paper trading backtest. Using 2-day forecast period and input data of daily granularity, assuming zero trading cost, using the net prediction as the on-paper trading position (i.e. "23% of models predict up in net” would translate to “long 0.23 shares”),
24-Month Review of Prediction Performance
24-Month Review of Prediction Performance
24-Month Review of Prediction Performance
tsterm.com was online about two years ago. Let’s review the performance of prediction performance by doing a on-paper trading backtest. Using 2-day forecast period and input data of daily granularity, assuming zero trading cost, using the net prediction as the on-paper trading position (i.e. "23% of models predict up in net” would translate to “long 0.23 shares”),