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.
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6-Month Review of Prediction Performance
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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.