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- Hacker News
- Is it applicable to stock trading?by tgrowazay
- I don't see why not - there are papers which use system identification for modelling stocks.by sebzuddas
- Maybe if you apply it at a microstructural scale (think seconds) with order book and trade print data from many sources/symbols. Certainly not if you blindly apply it to the time series of the price.
- The real way to build 'world models'.by sebzuddas