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Signal CEEMDAN #1

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LinuxpowerLudo opened this issue Apr 15, 2022 · 2 comments
Open

Signal CEEMDAN #1

LinuxpowerLudo opened this issue Apr 15, 2022 · 2 comments

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@LinuxpowerLudo
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Hi,
First, thanks you for your repo ! very good !

But I have a question about the CEEMDAN signal... i think there are a lookhead bias right ? how you manage this bias in live trading ?

Regards
Ludo.
@FateMurphy
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I think most predictors are biased. I have used this framework for live trading, but its performance still needs to be optimized.I haven't found an efficient way to deal with the bias right now.

@LinuxpowerLudo
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Maybe read this : https://www.inf.ufpr.br/lesoliveira/download/ESWA2017.pdf

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@LinuxpowerLudo @FateMurphy