Can you use autoregressive diffusion to generate market data?

4 comments

• stult 28 minutes ago
  There is no model of the market that can remain stably accurate because the market will inevitably incorporate the insights of any model that is accurate until those insights are no longer accurate
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  • tylerflick 17 minutes ago
    AKA the efficient markets hypotheses.
• dzink 35 minutes ago
  The market has modes and reverts behavior when it switches them. Thus happy bouncy becomes hammered stammered. The prediction models fall hook and sinker for that.
• reedf1 39 minutes ago
  No
• TheOtherHobbes 1 hour ago
  "Past performance is not indicative of future results."