[jarym]

Right, but that's not what this article (and several others I've seen) are doing - they are measuring the performance of some AI by putting on some unnecessary (and quite likely impossible) constraints on what it is supposed to be outputting.

All I'm pointing out is that measuring any stock trading algo by treating it as a regression problem for the exact next time step is a naive approach - that's not the same thing as what human traders are doing.

Anyway, if you are trading then I wish you lots of success.