But there are so many people who trade well short-term using even 5 minute time-series? I think if you are trading using Macro Analysis, then...
I remember doing the optimization thing for a trading course. The book that we used had optimization techniques based on some physics phenomenons....
You mean making long-term bets (based on economic analysis) or just that trading doesn't pay off in the short-term?
Suppose I do an analysis and find a stock with a high Kurtosis (makes good deviations) and it is skewed to the right substantially. So I know...
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