I think you misunderstand, what you're doing is even worse than picking up pennies, your strategy just boils down to punting futures with no hedge or any form risk management to your open position. You're just gambling…
If you glance over the whitepaper, it's obvious this is a completely ridiculous model. Trying to predict intraday price movements with previous day volume numbers and open interest as features? Please. Also, selling the…
I think you misunderstand, what you're doing is even worse than picking up pennies, your strategy just boils down to punting futures with no hedge or any form risk management to your open position. You're just gambling…
If you glance over the whitepaper, it's obvious this is a completely ridiculous model. Trying to predict intraday price movements with previous day volume numbers and open interest as features? Please. Also, selling the…