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by zazagura 2498 days ago
Some of the papers I've seen are ridiculously obviously over-fitted.

For example published in 2018, but "tested" on 3 months of 2010 prices of GBP/USD, USD/SEK and USD/THB. Quality forex data is so easy to get freely, that picking 3 months from 8 years ago on one major pair and two other random minor ones just stinks.

2 comments

Where can I get good quality forex data from?
I used TrueFX for an assignment in a statistics-for-finance class I taught: https://www.truefx.com/
They don't test the predictive power of their models?