[a-dub]

> The takeaway might be that historic data of market data might often be enough to make a reasonable prediction. Only external data that nobody else has (used) can make your prediction better then the market.

that's basically the definition of an efficient market. demand forecasting and insuring against price shifts is the actually useful thing that the commodities futures markets do.

also a fundamental difference from other time series prediction problems. there are all sorts of weird dynamics that go on before one biosignal effects another, or one metric predicts a failure, where a reasonably efficient market price reacts quickly to well known exogenous factors.