Since the launch in April, from day to day, we compute causal graph for 2-day ahead prediction horizon, make predictions for up to 2 days out, use next-day net prediction to set up hypothetical trading position, which dynamically sizes between -1 and +1 share/lot/unit. On the other hand, the passive strategy would always hold 1 share/lot/unit.
6-Month Review of Prediction Performance
6-Month Review of Prediction Performance
6-Month Review of Prediction Performance
Since the launch in April, from day to day, we compute causal graph for 2-day ahead prediction horizon, make predictions for up to 2 days out, use next-day net prediction to set up hypothetical trading position, which dynamically sizes between -1 and +1 share/lot/unit. On the other hand, the passive strategy would always hold 1 share/lot/unit.