Forum: NinjaTrader
February 5th, 2017, 09:22 PM
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Replies: 9
Views: 4,222
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Forum: NinjaTrader
February 4th, 2017, 08:04 PM
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Replies: 9
Views: 4,222
I think you will want ARIMA because markets are...
I think you will want ARIMA because markets are non stationary. It just means it takes differences to make the model stationary. I believe the coefficients must be found by optimization method. So,...
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Forum: NinjaTrader
February 4th, 2017, 01:39 AM
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Replies: 9
Views: 4,222
ARMA/ARIMA fall into time series forecasting...
ARMA/ARIMA fall into time series forecasting methods. My understanding which is somewhat limited is that it involves offsettings moving averages of various lag lengths to attempt to find...
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