predictive markets


I'll be using this blog to record my notes and thoughts on learning to model stock prices. The basic problem I am interested in is whether, given a time series of stock prices, we can predict the next price in the series. We can look at this goal from two points of view: *maybe*, MAYBE, there are some basic technical patterns that can illuminate future stock prices, in whic case we can learn to exploit them, or more likely in my opinion, stocks move locally at random and the best we can hope us more along the lines of a buy and hold strategy.

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