zlacker

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1. refact+(OP)[view] [source] 2025-12-05 01:59:13
If you've ever read a blog on trading when LSTMs came out, you'd have seen all sorts of weird stuff with predicting the price at t+1 on a very bad train/test split, where the author would usually say "it predicts t+1 with 99% accuracy compared to t", and the graph would be an exact copy with a t+1 offset.

So eye-balling the graph looks great, almost perfect even, until you realize that in real-time the model would've predicted yesterday's high on today's market crash and you'd have lost everything.

replies(1): >>blitza+eV1
2. blitza+eV1[view] [source] 2025-12-05 16:20:22
>>refact+(OP)
if you feed in price i.e. 280.1, 281.5, 281.9 ... you are going to get some pretty good looking results when it comes to predicting the next days price (t+1) with a margin of +/- a percent or so.
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