So I have been dealing with this for quite a while now, experimenting with time series datasets and neural networks, and would like to share some thoughts here, that others might, hopefully, find helpful to avoid making some unnecessary mistakes. We know that neural networks can suffer from a phenomenon…

Okay, I have to write a line here, so you don’t already see the trick when reading across the title of my article. :D ………………………………………………………………………………………. Ready? Here it comes! No transaction cost included. Guys, literally, hit ctrl + F and search for “cost”, “fee”, “rebate” or something like that. If…

Hey guys, your time is precious, and mine is, too! So stick around to get some quick and dirty advice on how to save yourself some minutes, the next time you read a finML paper. Especially when it comes to reading scientific papers, we all have experienced this moment that…

unfortunately, this is wrong. your code is subject to lookahead bias because you scale the entire dataset before training. furthermore, you possible have information leakage between adjacent train-test-folds. i am 100% sure that all the performance stems only from these factors. you can be lucky if you get sth like 50-53% afterwards. also, you need to compare your strategy to benchmarks like random strategy, buy and hold, as well as for insance the momentum strategy (i.e. invest according to the sign of the previous realized return). if i was you, i would add a remark at the start of the article for people who do not read the comments. even better; rerun the procedure correctly and report the actual results.

Tether vs. Bitcoin: where has cryptocurrency ideology gone? A while ago I first heard about the ongoing debate and accusations of tether printing “fake dollars", in order to sustain and allegedly manipulate the Bitcoin price. …