𝗛𝗙𝗪 𝟱: 𝗟𝗲𝘀𝘀 𝗹𝗮𝗴𝘀 𝗮𝗿𝗲 𝗺𝗼𝗿𝗲: A four quarter lag model performs worse than both one quarter lag and naïve models. The naïve model is outperforming more sophisticated algorithms! Moving average models next. Stay tuned!
https://optionstocksmachines.substack.com/p/hfw-5-less-lags-are-more
#python #timeseries #datascience
https://optionstocksmachines.substack.com/p/hfw-5-less-lags-are-more
#python #timeseries #datascience
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