Questions tagged [prediction]
124 questions
7
votes
2 answers
Predict Market Direction, What is forecastable/unforecastable?
Let's decompose the return process $R_t$ as follows :
$$R_{t} = sign(R_{t}) * |R_{t}| $$
What's part of the equation is forecastable?
user1673806
- 169
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0
votes
1 answer
Book/Material recommendation - Stock Price Forecasting using AI tools
I am looking for a book, which covers the following topics:
stock price prediction using Artificial Neural Network,
stock price prediction using LSTM,
stock price prediction using linear/non-linear regression methods,
other prediction…
Duo
- 3
- 1
0
votes
1 answer
If a security has many options expiring on a day, can you predict its price direction?
r/wallstreetbets post alleges that because ~$1.9 Trillion USD of SPY call options expire on 3/20, the price of SPY will skyrocket on 3/20.
Is this correct? What can be deduced? I'm not expecting to predict the price of SPY on 3/20, but can we at…
user31928