alt Hacker NewsI mean, run the experiment during a different trend in the market and the results would probably be wildly different. This feels like chartists [1] but lazier.
I mean, run the experiment during a different trend in the market and the results would probably be wildly different. This feels like chartists [1] but lazier.
If you've ever read a blog on trading when LSTMs came out, you'd have seen all sorts of weird stuff with predicting the price at t+1 on a very bad train/test split, where the author would usually say "it predicts t+1 with 99% accuracy compared to t", and the graph would be an exact copy with a t+1 offset.
So eye-balling the graph looks great, almost perfect even, until you realize that in real-time the model would've predicted yesterday's high on today's market crash and you'd have lost everything.