65% Accuracy in the FX Spot market

alphaquantum · July 13th, 2009, 10:37 am

QuoteOriginally posted by: hayesHow many data points do you have for the last year? Are you using intraday prices? If so then a small time window is not a problem, as long as you accept your rules may need more frequent optimisation than if you had used a longer time frame. (ie Your trading strategy might have a shorter shelf-life).the author wrote: "That is the daily FX rate. I assume that is the closing rate at midnight in the UK."

farmer · July 15th, 2009, 11:41 am

QuoteOriginally posted by: kennethloua model can tell whether tomorrow's FX Spot price will go up or down by an accuracy of 65%Since there is no way to really know a model's future accuracy, the more interesting model is the one you are using to predict its future accuracy. What model are you using to predict the accuracy rate of your spot-price predictor, and how long does it predict this 65% accuracy rate will last?