December 2018
Beginner to intermediate
684 pages
21h 9m
English
Content preview from Hands-On Machine Learning for Algorithmic Trading
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Time horizon
More extensive history is highly desirable to test the predictive power of a dataset under different scenarios. The availability varies greatly between several months and several decades and has important implications for the scope of the trading strategy that can be built and tested based on the data. We mentioned some ranges for time horizons for different datasets when introducing the main types of sources.